Live OS with persistent option - Here's a Zorin post about it and a few suggestions.
One thing is speed, even with 3.0 - still limited; throw swap on top of that.. might be crawling around 200Kbps - bi-directional OS operations over one bus.. And aware of the SATA connection, but also being hindered by the USB bus - like breathing through a straw during a jog, heh..
Another big point with doing a full install on USB is: are you using it with just one machine? If not, you'll have to reconfigure your system before booting every time. Say you get it going with an Intel system - gotta grab the right drivers, and for the most part will be there.. but not all; then, you stick it into an AMD machine. You'll have to reconfigure the drivers to work vs with Ventoy - live boot, apart from specific GPU drivers, would outperform having to run some configs to get going every change.. just throwing out ideas on it..
Why not just install and swap HD's when you wanna run encrypted Zorin; does the machine accept 2.5in drives (I'm assuming a laptop FF with the USB converter)? I really do get the ease of wanting to have this work.. The ones that I do see recommended for this kind of thing are Xubuntu, or xfce DE's - Install a Full Linux OS on Your USB Drive: A Step-by-Step Guide - LinuxForDevices - little more on which ones are working kind of well. Didn't think to even ask - were you using Core or Lite? Seems like Core.. which has quite a bit of desktop enhancements. I haven't even heard this one thrown out in so long - DSL (Damn Small Linux) was one of my favorites for USB runs..