I reckon the default app setting problem may be due to you having the Snap version of VLC not apt version.
If it was me, I would uninstall the Snap version and choose the apt version from the Software store.
Similar problem setting Brave browser as default here: Keeping Brave set as Default Browser? [SOLVED] - #13 by Keithmj
Problem with VLC Snap version, see this: MP4 sound ok in default Videos app, nothing in VLC or Kaffeine
Also, we do not know which edition of ZorinOS you have, e.g. Pro, Core, Lite etc. Can you please edit your forum profile to indicate that. Thanks zab.