Don’t ever press “T” as it takes you out of editing your Zbrush Tool.
Instead, click “A” again to go back editing your Zspheres.
If you get stuck in the “draw the tool” mode, you just have to press “T” again to switch to “Edit” mode and manipulate your model.
In regards to switching between objects, there’s something you need to understand. Zbrush isn’t like most CG packages (like Maya or 3DsMax). Once you press “T,” whatever you have created 3D wise, becomes part of the 2D backdrop. Whatever object you’ve been working on, is no longer there. It’s been converted to a 2D background.
If you want to work on that object again, you just have to draw it on the canvas (like you did in those photoshop examples you posted). Only after you do it, you have to press “T” to go into edit mode, so you can continue working. If your background gets clogged up like it did in your example, press “Ctrl + N”
Good luck.