If the ZeusMiner still doesn't show, I've heard reports that their newer hardware requires a lower frequency. You can specify that in MultiMiner in the settings
here using the following SHA256 arguments:
--set zus:clock=248
But the ZeusMiner Thunder X6 is scrypt ASIC not SHA256 right? Still need to put that in?
Too true - for Scrypt mining use the Scrypt arguments field / setting.
Oh and by the way, the COM14 is my AntMiner so still no sign of the Zeus or RockMiner

They should all show in the Device Manager in the Control Panel. All three of the devices should have COM ports assigned and be using the Silicon Labs USB to UART driver. So it sounds like the driver is not installed properly or there is something hardware related causing a problem.
Did you perhaps try installing the WinUSB driver for these devices in order to use CGMiner? If so, you will need to remove & delete that driver via the Control Panel first.