I am on Zorin Core 17.1, and natural scrolling was working fine, but I had a freezing problem.
I installed Zorin Lite desktop and then got into other problems, incl. a touchpad issue, whereby either nat. scrolling works or touchpad tapping works, but not both.
I have now reverted back to Core, enabled nat. scrolling in the Settings, but nat. scrolling still does not work.
On Wayland nat. scrolling is not working either. I'll go a step further: I have installed Gnome Boxes and even the distros in there are affected by this. In other words, even if I set the distro in GB to nat. scrolling it does not work.
Hmm ... maybe another more experienced User can give You better Advices. The only thing I would say is: After Your Issues-Tour it could be good to make a new fresh Installation of Zorin.