Thanks, just tried this!
sudo apt install ntfs-3g
Installed two packages. Rebooted.
Repeated the process above for Nautilus. But it's the same. I can change things in the owner and group drop-downs, but whatever I choose it immediately changes back to root. I can change the "permissions for enclosed files" to give full access to everyone, but when I next go in it hasn't changed anything, still the same.
This does make me think that perhaps the other issues where file movement and creation in Zorin are acting differently on the Desktop versus my NTFS shared data drive actually come down to Zorin thinking it doesn't have permission for me (the user) to make changes to the Data drive? However, I can open and save files and folders on it, so maybe that's a red herring. As you can tell, I am not very clear on these things, I just expected my (physically separate, HDD) D: to work with both operating systems (each of which is on a separate M2 SSD). I got past the first hurdles in Linux, where it seemed to keep losing the Data drive, and worked out that I had to "mount" it and tell it to do that every time in the Disks utility. After that it always appears. And I had done a full format of the drive first, not just a quick one. I always assumed Linux would automatically do stuff like that, or at least give the option when installing, since it's probably fairly common to have more than one OS and for them to have a shared data drive.
I wish there was an OS that wasn't multi-user, that had an option for single user only so that permissions and users and groups weren't relevant! I remember sometimes even if I reinstalled Windows on the same PC, with no changes to the D:. I would run into issues with it then thinking someone else had created all the files on the D: and somehow restrict me from doing things with them. 
I do appreciate you trying to help - if there is any way to tell Zorin the Data drive is fully open for my Linux user profile to access that can only be a good thing!