Zones run independently. Worse case, by declaring overlapping modules between zones you get weird results. There is no limit for number of modules in zones.
Please make sure you have the latest version of the libraries as there were memory allocation issues on object creation with the latest IDE. The constant MAX_ZONES in MD_Parola.h sets the maximum number of zones (4 by default).
Also, please post all your code (between code tags) as the problem may be somewhere else in your code, despite what you think. Reducing the code to the minimum that shows the problem is also a good idea.