When installing a Linux Operating System, certain steps must be followed first (which you have discovered).
Secure Boot is for Windows Only.
It sounds like we should start from scratch. Take it one step at a time and check our hardware.
For most users, everything goes fine.
When I first switched from Windows to Zorin OS, it was a struggle. And I also said a few choice words about the experience at the time.
But once learning replaced misunderstanding and I got a feel for it, I couldn't be any happier. I will never go back to Windows.
You came to Zorin OS for a reason. Eventually, that reason will reassert itself and you will be frustrated by what Windows is doing.