The only thing I have done, is that I have reinstalled the ZurichX folder on another hard disk (F:\) which is of course
referenced within FSX bib.
Please, don't do that. There is a reason why the installer doesn't ask you an install location, but instead it will always put in an fsdreamteam folder under FSX.
Being a native FSX scenery, at least for everything 3D, the scenery uses a lot of Simobjects, and those have a fallback folder for textures, specified in their CFG. By moving the scenery target folder, the fallback will stop working, and FSX has a different behaviour comparing to FS9 when it doesn't find a texture: instead of simply showing the object "naked" without textures, so you immediately realize what's wrong, it will either show a black object, or it will make the object simply disappear.
So, please, do not move the target folder.