Installing a dual boot system is no easy task. If you were to install ZORIN OS without any other OS it would be just as easy as installing Windows 10. This is not a ZORIN OS problem but really you are entering into the complexities of a Dual Boot system. There are various other alternatives to consider some of which were discussed here : A Zorin and Pop_OS question - #39 by tessierp
From the issues you are describing, I am starting to wonder if this could be a Grub issue that is unable to detect Windows 10. This kind of problem has also been seen on other distributions and I am not sure if it is Microsoft just changing things and making it difficult to get the Windows OS detected. Not accusing here just wondering since I had read about these problems before.
To be honest with you though, with all the headaches a Dual Boot system involves, I would consider the alternatives suggested in the other post. Yes it does involve extra hardware but it is not super expensive and you will bypass all these issues. Since my transition to Linux will be progressive as I still need Windows for work and occasionally game, I really don't want to have to mess with a Dual boot situation. That is a personal decision but after a lot of talking and considerations it seems the less painful route. For example, lets just say you no longer want to use Windows or Linux in the future, you would have to deal with reinstalling the Windows Bootloader in the EFI or removing Windows from the Grub boot list. I personally just don't want to deal with that. For now, until I get the hardware I need to window Linux native without a dual boot, I'm running Zorin OS 16 in a VM.
But again this is not a Linux issue or the Zorin OS distribution for that matter. Whatever decision you make, be patient, you'll get there and you'll just become better at troubleshooting issues and there is always help from the community.