The zip error you show from the command line. That why we use tar or the Synology ZIP utility. It gets it right with no fuss
I will show you the tar command which 7-zip or other tool can read on windows.
The output will be placed at the top of the Plex share.
sudo -su root
cd "/volume1/Plex/Library/Application Support"
tar cf /volume1/Plex/TransferToWindows.tar "./Plex Media Server"
Notice this was done as root.
When you take it to Windows, all sense of permissions will be discarded. No permission errors and no zip errors