1 - Single core. Zorro was written in C, which is leaps and bounds faster than python, R, etc. Read this blog post:
https://financial-hacker.com/hackers-tools-zorro-and-r/4 - Zorro S is literally the same installation. All you do is add your license key, and all of the extra features are unlocked.
5 - You can connect to multiple brokers with the same Zorro instance. See here:
https://zorro-project.com/manual/en/brokerarb.htm7 - Yes, you can program your script to make a "strategy generator". How are your programming skills? Or did you mean Machine Learning? That's a feature too:
https://zorro-project.com/manual/en/advisor.htm9 - Zorro's broker plugins automatically convert any broker timestamps to UTC, so it is impossible to get wrong.
10 - C++ is supported out of the box. See here:
https://zorro-project.com/manual/en/dlls.htmhttps://zorro-project.com/manual/en/engine.htm11 - I import C DLL's all the time. See here:
https://zorro-project.com/manual/en/litec_api.htm