I have no idea what the "left pane" is or what you're talking about
If we treat the application visual as a Window, then the separate sections of a window can also be considered a Pane of a Window.
In the case of some apps, there is only one pane and it comprises the entirety of the window. Like this browser that you are viewing the forum on.
Other applications can make use of multiple panes, though.
Bleachbit, Software & Updates and Settings all are examples of Paned Windows.
In your image, you can see the Left Pane outlined here in white:
In this image, we can see the Right Pane outlined in white:
Between them, you can see a gray line that is the Separator, separating the panes.
In the left pane, look for:
Since your Nautilus FIle Manager is elevated to Root, you should easily be able to right click the winehq-focal.sources file and select delete.
I highlighted it in a white outline:
Once that file is deleted, trashed, removed... whatever...
Then close Nautilus. In the still open terminal, type
exit
To drop out of root.
Now, run
sudo apt update
and ensure no errors.
If no errors, try
sudo apt install -y zorin-windows-app-support
Permission denied means that you did not open Nautilus as root.
Please run
sudo -i
In terminal. Enter your password.
The terminal should then show you as in Root.
In that terminal window, run
nautilus
Navigate to /etc/apt/sources.list.d
Delete the winehq file.
Do you think I could do it through the terminal?
Yes
sudo rm /etc/apt/sources.list.d/winehq-focal.sources
I appreciate the clarity. 
I am beginning to think that a thermonuclear device may be needed...
How feasible is a Re-installation of Zorin OS for you?
I don't have another USB, How did I mess it up this bad?
I wonder, do you have telegram or discord?
I have discord, but I am actually faster to reply on the forum because I often forget that Discord exists.
There is also the advantage of other input on the forum as well as our trials and errors being possibly helpful to others.
I would not be surprised if this had a simpler solution that is eluding my brain.
But... it does seem at this point that re-installing Zorin OS may possibly be the less painful route.
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I have been trying to follow this thread and can see the diagnostic logic and remedial actions attempted between @Aravisian and OP @StarLord in attempt to clean out wine.
Also attempts to install/reinstall Wine or Zorin Windows App Support that failed.
I can't see a soloution myself. But just thinking aloud, and from a distance:
Concerning permissions, can we assume there is only one user setup on that machine?
Can anything be done from the Zorin Live USB, if the OP has one (or creates a new one)?
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