I'm afraid I have nothing to offer in regard to the problem you are experiencing, I had a look at the sysex pdf for the FZ and there was no mention of placing it in local/remote mode via sysex....if a solution could be found maybe it could be used as an advantage (setting the FZ to remote mode over sysex). There is an indication in the PDF that there seems to be no effect in changing the master volume remotely using sysex, but the fact that a sysex command exists for volume change exists must mean that surely it can be changed.
Again Sorry I have no help to offer