I've been digging through the files and I think it works in a quite simple manner - you have a Python script that is being called when you press GoZ button that launches target application, then it calls another windows executable (another program) that is provided with Zbrush that saves the files for the target app (and then in the target app it is being opened, again by the magic of Python

So my guess is that it is not working because this another executable is not launched via WINE. Am I right that it is how it works?
How would you go about to making it work? Would changing the python scripts to use WINE be a solution? I'm asking as while I get it that it may be simple for many out here, for me it is not trivial as I'm not a programmer and my Python skills are limited.