Should I also save the auto tool zero script as a .mcc file?

Absolutely!   I ran the latest Mach3 under XP for at least 10 years, now run it with Win10 with no issues.  Mach3 ceased active support about a decade ago (?) I think, the only way to seek support now is through this forum really.

I got the latest version of Mach 3 installed, and the used the "TPS'S" version of the auto tool zero script, and it all works.  Since I usually z zero somewhere on the material, I would like for that script to send the z axis back to X0Y0.  I have pm'ed "TPS" asking for his assistance.

Thanks again for your assistance.
Gary

Good!  Glad you're sorted.