Hi and welcome.
I can't comment on 3D Max (I always avoided playing with 3D applications as I found them too difficult to Master.
I think where the issue lies in the marketing area of Zorin is that they are trying to say that GNU/Linux has equivalent free software that would cost upwards of $/£5,000 were you running Windows. In terms of Adobe Photoshop, someone recently posted about a YouTuber who has managed to tweak WINE in order to run Adobe Photoshop on GNU/Linux. Just to clear things up, Richard Stallman wrote code for his OS called Hurd using GNU C++ Libraries but he did not have a kernel to run Hurd. 8 years after Stallman started his Hurd project, Linus Torvalds wrote the Linux kernel and so GNU/Linux was born. A lot of hardware such as DVD writers had to be reverse engineered in order to be usable under GNU/Linux and the 14-year-old teenager who did it was put under house arrest for breaching copyright on DVD devices. Drivers for all hardware is embedded in the Linux kernel in terms of computer hardware. Peripheral device drivers are also included in the Linux kernel but sometimes you need to acquire specific Linux drivers from printer manufacturers, such as Canon, but sometimes they have been known to sunset drivers for specific models but can be found elsewhere on the internet.
You need to be clear that Zorin does not write or contribute to the Linux kernel, this is maintained separately and is present in all GNU/Linux distributions, and not all distributions use the same kernel. Some opt for lower numbered kernels, accommodating users of older equipment, whilst others use higher kernels to accommodate bleeding edge tech used by gamers.
What Zorin does is use Ubuntu as its base and modifies the Gnome Desktop Environment to be more user friendly for migrators from Windows with a familiar Windows menu etc.
In terms of screen recording and video-conferencing you will need to change your compositor from Wayland to xorg at the login screen. When you enter your user name a cog appears lower right. Click on it and choose 'Zorin on xorg'.
I have just remembered, Winboat, a third party solution has been cited as being able to run Adobe Creative Suite 6. You could try and see if 3D-Max might work under that. No guarantees mind.
I can understand your frustration, and I suspect you were wanting to see something like this: