One thing comes to mind… I investigated what Zones were as part of instructions for new instances. This is what I found at the time …
“What do Zones do? When the customer gets to the final stage of checkout and enters their address, the system checks which zone they are located in. This then dictates which taxes are applied and which Shipping Methods are available.”
If this is the case, the customer needs to indicate their location before shipping methods are filtered and offered to them?