Hi.
Assuming that I already have a working auto tool zeroing macro in place for normal 3 axes setup
I still don't understand how to change and zero tool in rotary 4 axes setup. I was told that one has to zero X and Z to the rotary axis
but then, when stock is already loaded, half way through machining, this place might not physiclly available for the tool & spindle at that point.. How should I proceed?

In most cases the Z axis datum is on the centre line of rotation when using a 4th axis.  Then everything is programmed from this so no matter what angle the table is at the datum stays the same.

If you measure the distance from the table to the centre of the A axis in Z direction you can make yourself a steel block and use it to set all your tools on.

If you have a tool setter then you tell it the material thickness is the distance from table to indexer C/L in Z.