We upgraded from ZDM7SP1 to ZDM7SP1IR3a_HP3 recently. The upgrade fixed our problem with XP workstations hanging at the black screen after login & also seemed to speed up the process of logging in and waiting for the app launcher to load.
Then I discovered that our Group Policies were not loading. I'd just re-done them all from scratch before the upgrade as we were deploying SP3 for XP. Before the ZDM upgrade, the new policies were working correctly (albeit very slow to load).
I've created a couple of group policies again from scratch on a clean workstation to try and figure out why they weren't applying and played around with a user that has no other policies and no apps running on login.
My experiments show that the group policy appears in WMSCHED and if you run it manually in the scheduler, it appears to do the right thing, but the policies just reset everything to 'not configured'.
If I enable or disable a setting with gpedit on the workstation and then run the group policy (in wmsched) and check it in gpedit again, it goes back to 'not configured'.
This happens regardless of whether the policy is set to 'not configured', 'enabled' or 'disabled' in the Group Policy that zen is supposed to applying.

The same thing seems to happen with the old agent ( and the new agent (