Looking at the web site for WinMTR, it seems to be a GUI version of the Unix traceroute utility.
I did a little playing around with traceroute on a machine behind my ZS router and found that if I give a fairly large count that about 10% of the responses are lost on the hop from my Unix box and the ZS router. But if I just ping the box I get 100% of my ping responses back. And I get 100% of the responses back from boxes beyond my ZS router.
traceroute, and I would guess WinMTR, rely on having a small hop count/TTL in their packets so that the packet will expire in some hop prior to reaching the final destination. It also relies on the machine handling the packet when it expires to return a message to the effect that the packet died there. It looks like there is an issue in the generation of that in ICMP message in ZS. However that does not seem to be affecting other traffic that is going through the box.
And, from experience, I know that SIP phone calls can work well through a ZS box. So while you have uncovered an interesting area that needs investigation, I think your poor quality SIP connections has a different cause.
What other traffic do you have going through your ZS box? Do you have any QoS rules that would put the VoIP traffic ahead of other traffic?