I hope I say nothing wrong, but I'd choose /dev/sda because /dev/sda1 isn't an efi partition and probably you can't select "Windows Boot manager" somewhere, or?
It seems as this warning always appears when you have no efi partition. @Littlekun wrote that it could be ignored. In this thread Zorin is installed on a separate drive:
I hope you don't get problems with the many partitions on MBR. I can't see if it are primary ones or not.