I'm glad to read you sorted this out
While I suspect you may already have figured most of this out, for the others I will describe how Zeus organizes it's settings.
Zeus settings can be broken down into four
distinct sections as follows:
1: General Settings
These are the settings that are specific to the editor itself.
These settings are accessed using the Options, Editor Options
2: Document Type Settings
These are the settings specific to a particular document type
A document type
defines a group of files identified by file extension.
Any given file extension can only belong to one document type
These settings are accessed using the Options, Document Types
As an example, in your case you needed to specify how COBOL error messages were identified, so you made a change to the COBOL Document Type
3: Default Document Type Settings
These are the settings specific to any other file extension, not already been defined in one of the other document types
They are accessed using the Options, Default Document Types
The default document types
can also be used to specify settings that apply to all document types, things like tools, macros, templates etc.
4: Workspace Settings
These are the settings specific to currently open workspace.
They are accessed using the Workspace, Options