Aw, geez... when I was researching remapping the hard drive light to the Mute button LED or the CAPslock key LED, I also came across how to remap keys to change the keyboard backlight ... but I don't have a keyboard backlight, so I read it, but I didn't bookmark it... let me see if I can find it again.
I'm not sure if this is it, but try this:
Zorin menu > Settings > Keyboard shortcuts
Scroll to the bottom and click the '+' button.
Enter the following:
Name: Keyboard Backlight On
Command: sh -c 'xset led 3'
If that doesn't work, try: gnome-terminal -- /bin/sh -c 'xset led 3 '
Shortcut: Fn+Z (or whichever key comination you want)
Name: Keyboard Backlight Off
Command: sh -c 'xset -led 3'
If that doesn't work, try: gnome-terminal -- /bin/sh -c 'xset -led 3'
Shortcut: Alt+Z (or whichever key combination you want)
This might give you some tips if your keyboard backlight isn't LED 3:
You can, if you want to get crazy about it, remap your hard drive LED to the keyboard backlight LED. LOL