A symbol "!!EUR/USD" will not trade, not get live prices, and get "EUR/USD" history from the broker. Look here:

https://manual.zorro-project.com/symbol.htm

Symbols are for brokers in live trading. Not for files on your PC. That has maybe confused you? The history files on your PC are always expected with the asset name. There is no extra symbol for "PC file names".

priceSet cannot work when an asset has no history because its purpose is to store prices in the history.

What you probably need is a dummy asset, like asset(""). A dummy asset has a history filled with default prices. You can then overwrite them.

Look in the manual, there was an example of dummy assets for the "genSine" function for artificial price curves.