I will look into the error.
My guess is that it is not finding your shop.
Have you set-up authorization for the program?
Under Tools there is a CheckZetsy function which will check things out. If you get any errors send me a screenshot of it.
There is an old setup blog at
http://zimpro.co/blog/category/set-up/The screenshots are old but the flow is the same.
let me know what you find out.
-Chris