So the computers are on the same LAN, and they can see each other.
By default, when you are prompted to input the credentials of the system account of the desktop you want to connect to, if you don’t use the same credentials as the owner of that desktop, you will need authorization of the owner. Check the NoMachine security settings on the Zorin host (Server settings > security > that the following option is enabled:
Don’t require acceptance if the user logged in as the owner of the desktop
Enabled by default. If someone is trying to connect to your desktop, a pop up message asking for your permission appears. By default such authorization is not requested if the connecting user is also the desktop owner, or if he/she is a system administrator or a NoMachine administrator or trusted user.
https://kb.nomachine.com/DT07S00237#2.5
If that option is enabled, and the balloon notification is popping up when you connect, it means you are not the owner of the desktop.
About the connection timeout issue when connecting to the Windows host, go into ‘Edit connection’ in Machines and check what is in the host field. Are there multiple IP addresses? See here for a similar topic I answered a while back: https://forum.nomachine.com/topic/how-to-make-nomachine-update-target-computer-ips#post-39467