USB formatted in Windows, but – It's almost nostalgic, like I'm back in the 1990s fiddling with floppies!
Welcome to the Forum!
When You have a Problem with Balena Etcher, I can recommend Rufus on Windows.
Never had an issue with Ventoy as far as Zorin is concerned. I have had issues with 32-bit isos though. Alternatively install from your hard drive: