Hi Mark,
Zbot is just an application running on the results machine it has to registered with jira server (This can be done through zephyr module).
There are three phases in ZBOT Agent.
1. Running Agent
2. Registering Agent with Jira server
3. Stopping Agent.
From your message you are able to start the Agent (It is running) not yet registered with jira server.
Please check the access key correct. it is basic authentication key which you will use for rest calls to be made in jira.
if problem still persists you can reach out to support.
Thanks