That line has a comment on it - M06 T13 (Center drill)- I think mach3 objects to comments on the same line as code. You can change the setting in the new job dialog to not show comments, or simply edit that line and add an <enter> key to make the comment appear on a new line. I will fix the program to do that.
On the General Config screen, near the top left of the page is a radio box for tool change- you have 3 choices, Ignore, stop and wait for start, or auto tool changer. You want to set it to stop.
Yes, if you have repeatable tool holders you can set up the tool table so it will automatically set the Z values when you make a tool change. How to do it is more complicated than I can write here, have a look at the mach manual for details. There may also be a video on it.