Problem 3: Nonce Watermarks
Mining pool admins and members of the pool can agree to have their own block watermarked.
This is not the case. Suppose a pool member finds a nonce, and publishes a ZK block solution. Even if the pool also finds this nonce by rescanning, it cannot associate the ZK block solution with it. This is because the ZK NIZK proofs (the GGPR scheme) are information-theoretically hiding.
Problem 2: Finding a cheater can be easy, even with ZNPs
This is only partially true. Any detection scheme like this is susceptible to false positives. Someone else who finds a ZK block at roughly the same time as a pool member is effectively framing them. Again, our definition says that a stolen ZK puzzle is indistinguishable from one created independently.