here the icons of mega, discord, and the "!" are system/tray icons. How to hide them under an arrow?
I don't think it's possible. You could try switch Zorin tray out with tray reloaded extension and see if you can alter it - Tray Icons: Reloaded - GNOME Shell Extensions
Not sure if this will do it for you:
sudo apt install alltray
Give it a try, if it doesn't work:
sudo apt purge alltray