In Ubuntu, the direct Upgrade software quarantines your Sources. It then adds all the Sources for the next release for Ubuntu. It does not add the next release sources for your previously added repositories - which are now caput.
You will have to re-add those repos once the direct upgrade is done.
Any software you have that has a release for the next version up will be upgraded to that release.
But if it does not, that software may be broken and the O.S. does not have the intelligence to know, nor to know which is which. They remain.
The user must be aware and ready to investigate their software. It isn't particularly difficult to check if there is a release file in that repository.
But it does take some work.
For users that have the idea that a Direct Upgrade is a very easy, no worries, no effort involved process - they are likely Doomed For Disappointment.
It is a tedious process that can take several hours as opposed to a regular Zorin OS installation that can be done in 30-45 minutes.
You must stand at the ready to click yes or no on prompts- so, you cannot just walk away and come back when it is finished.
You must re-apply all your user-added repositories.
You must check your software once the Upgrade is complete.
You may need to hunt down new drivers or you may need to replace any software that broke.
Finally, it's a risky move on how the Direct Upgrade software replaces the sources. I once had it mangle it and the whole thing self-destructed upon completion.
It's not the function that I think a lot of people imagine that it is.
My recommendation is: Unless you have had a particularly troublesome software installation that required extensive configuration in Root - Direct Upgrade is not worth it. Go for the fresh installation and enjoy fewer problems.
And even if you had a tricky root install you would prefer to avoid doing again... Direct Upgrade is no guarantee that you won't have to redo it.