Update, I've downgraded to Zorro 2.40 and now it returns the correct data: '200103 00:01:00 | Price: 1.11706' when 'StartDate = 20200103' & 'LookBack = 0'

Since you don't have this issue, maybe there's a problem with how Wine handles Zorro 2.44?
From what I remember, that there was a date issue with Wine.

Edit: found that thread -> https://bugs.winehq.org/show_bug.cgi?id=47221