Do you mean that you choose the second method describe above (re-install of zoo from the back-end of the slave site) ?
If you don't have the menu "zoo" that is present in the slave site, try uninstalling it and re-installing it.
Sometimes, when you had a problem during a previous installation, Joomla does not create the menu information and when you retry to re-install it, it considers this is an update without refreshing the menu.
When you uninstall, the extension may sometimes cleanup the information and that solve the problem.
Otherwise, try using the latest JMS 1.3.29 and the JMS tools menu that may help you installing an extension into a slave site.
Becarefull that Zoo is a Yoothemes extension that requires additional patches to fix bugs in the WARP framework that is copied in each extensions.
See
www.jms2win.com/en/joomla-multisite?page...46&category_id=1