The zigzag is finally zigzagging-the medium and wide zz, not the narrow zz. I oiled and ran it, oiled and ran it, and each time I did, the zz got a little wider.
Now that I have the zz, I left it on its widest setting and turned the +/- screw all the way both ways. Neither had any bearing on the width of the zz. (Good thing that little screw clicks! That's how I knew how to put it back where it started-I counted clicks.)
I'm off to hunt an Elna manual; maybe that'll solve the mystery.