I just re-downloaded the data again - both into Zorro and into MT4 terminal database (see pic).

Interestingly:
- as time passed from my first post, Zorro's time zone offset changed as well from 13 to 16 hrs to UTC! MT4 timestamps are as they should.
- prices in Zorro (Ask) and MT4 database(Bid) are the same!?
- what does Zorro request from MT4 for Volume? These 2 columns are completely different between MT4 and Zorro..

P.s: i just redownloaded again: there was no !message on time zone shift this time, but the data are still getting timestamped at +16hrs to UTC.