Sounds like you're making good progress, burlmart!
A couple of thoughts for you:
When it comes to booting from a live USB, not all brands are created equal. I've had good luck with San Disk and Kingston, not so good with PNY. I'm booting on various Dells, though so YMMV on Gateway or HP.
Some Linux distros allow you to create a live USB with persistence which will do the same thing the Puppy save file does but on the USB drive itself. Have you tried Pen Drive Linux' Universal Installer?
Pen Drive Installer They list Zorin as one of their supported distros.
Or if you don't mind doing some work in terminal, you might be able to set up persistence yourself on a thumb drive by following the instructions about halfway down the page
here Since Zorin is a Ubuntu/Debian variant, the same format
should work.
Good luck! :B