I think there is no real solution for MT4. You could use the TR_FILLED flag, but when the wait time is too short for MT4 to create the trade ID, Zorro cannot manage the trade further because it doesn't know its ID.

Even if you implement a function in the EA that returns the last trade ID, you have still the problem that one of the 2 trades might be requoted or not filled for other reasons, so you have then asymmetry in your trades. I think you must keep the wait time over 200 ms so that MT4 can return the ID.