Well, what I am seeing here is that you describe Ubuntu as showing in the Boot Menu. That shouldn’t happen.
You said that Ubuntu was installed in the past. It seems to me that is being referenced- somehow. Perhaps by the MBR.
Then Win10, which has Fast Boot that locks the HDD down, Secure Boot in the BIOS… Honestly, we could troubleshoot this one all day long given the oddity of it.
But since it is a Fresh install - I would encourage you to reinstall.
It does not take long to do, and this will give the opportunity to ensure everything is right from the start, each step of the way.
In BIOS ensure that you are in EUFI mode and that Secure Boot is disabled. Then, when you run the Ubiquity Installer to install Zorin OS, choose “Something else” option.
Gparted will open. In Gparted, delete any partitions you want to replace using the “-” button.
Then, select the freespace again and add it with the “+” button and choose to format the drive. Ensure your Mount point is set to