Do you use a firewall? If yes, you have to allow access like described in this thread:
You could try this:
sudo ufw allow 1714:1764/udp
sudo ufw allow 1714:1764/tcp
sudo ufw reload
to allow Zorin connect port in firewall or turn the firewall off to connect.
Edit: Sorry. This solution isn't suitable for you when you do not yet have an Internet connection.