Turns out Zorro is hardcoded somewhere to use only R-3.4.3.

I ran the RTest script and found an error message that said it was looking for RTerm.exe in directory called ProgramFiles/R/R-3.4.3/.

Installed R3.4.3, ran the RQuantLib install script from the blog, downloaded Scripts 2017 from the blog, copied History files to the History folder, copied .c scripts to the Strategy folder, and viola things are working!

OptionsSimulate.C is now running, hopefully creating the 2011-2-17 options chain in SPY_SimOptions.t8.