That error means that you were not running as Root.
Also, changing grub from within Try Zorin... I do not believe this will work because the session of grub has already been run to get you to that point.
Boot the Live USB, then when you see the splash screen, start bapping at the esc key (instead of the e key.)
The way grub will look in this screen will be different from how it appears in terminal. Instead of moving to GRUB_CMDLINE_LINUX_DEFAULT, just scan the page for quiet splash and insert the text nvme_core.default_ps_max_latency_us=200 right after it, so it is quiet splash nvme_core.default_ps_max_latency_us=200
Once this is done, hit ctrl+x to Exit this editor and proceed as normal. Then when you open the installer, it should be able to see the SSD.