You will get this from IB when you are reversing a position (i.e. short 2 when long 1). However, this is normally a "warning", not something that actually prohibits order placement.

You can (AFAIK) suppress it by "bypass Order precautions for API orders" in IBG/TWS and/or disable the "Cross Side Warning"

That Zorro does not actually place an order is most probably because of how Zorro handles this warning.