I'm assuming you in your Scheme Settings that you have added the field "Zone Name". This will be the same as "Name" which you can set in the Zone tool / info bar. Silly question but have you named your zones?
I nearly always use the zone "Construction Method: Inner Edge" to create my zones. Click in your room and place the info with the "hammer". If you use this method it will highlight any problems with the zone boundaries and will also ensure the zone automatically connects properly with the walls. Creating zones manually can be prone to minor drafting errors that could cause the walls & associated windows to be outside the zone.
Apple iMac Intel i9 / macOS Sonoma / AC27UKI (most recent builds.. if they work)