Have you tried transdermal magnesium? You can use Ancient Minerals or make your own using Primordial Performance's transdermal gel. Transdermal magnesium is better absorbed and if I remember correctly it increases DHEA levels which oral magnesium does not.
As for zinc, I'd follow Poliquin's guidelines. You can supplement high until your zinc tally test improves. What's cool about chelated minerals is the don't bond to other things so you can take them with other foods and supplements without worrying about interactions. This may actually backfire with some minerals though because they are better absorbed when taken with food because they bond with other nutrients and become bioavailable. I don't know the specifics on zinc, but I'm just guessing that you may have found one of those cases. Try the zinc picolinate, and see if that works, otherwise, you could always try some good old ZMA.