Josh agreed to answer a few questions via email, so I asked him about the Zenpool payouts. His responses are in italics.
1. Do any of the payouts come from from Scrypt-N mining?
yes
2. Do any of the payouts come from day trading?
yes
3. Do any of the payouts come from BTC mining?
yes
4. Do any of the payouts come from a return of capital (i.e. a return of a part of the original hashlet costs)
no
5. If there is some other source of payments that gets put into the Zenpool, can you tell me what that source is in a general way?
The majority of income comes from private companies leasing hashing power for us for specific experiences/projects they are doing.