The Megaweapon is made out of all four of the weapons, maybe putting them all together gave it something that could make things that are non-human (like animals... but for our example, Zane) correspond with the spell, and the effects as well
Um, at the end of "Wrong Place, Wrong Time" Lloyd is still older. How exactly did this happen if Garmadon never had the mega weapon in the present, and never unleashed the Grundle?
The weapon was destroyed so that Garmadon wouldn't keep trying to change the past and so that they could go back to their own time. Everything that led up to the awakening of the Grundel still happened, only that Garmadon no longer had the Mega Weapon.
Basically it's a Temporal Paradox. It'll likely be explained in the later episodes.
I feel like the whole thing could have been chalked up to "the time traveling never happened but now there's no mega-weapon" if Lloyd hadn't questioned if Garnadon had a mega-weapon.
I'd explain it like this: it did exist, but Lloyd simply didn't know about it (he is unobservant). In terms of the "base" timeline's history, the weapon was destroyed at the moment immediately following the Ninja entering the portal.
How did Zane not know he was a robot? He had to notice the subtle differences between him and the other ninja.
He's probably more of a cyborg with synthetic skin.
His program hid his true identity. He didn't question his own behavior and body because he was set to function as the average human. Even when the others found him to be a bit distant and strange, they didn't think much of it.