Alright, it sounds like you are all over the place…which you at least appear to be aware of.
1st: Don’t think about your mesh with any other outside ideas…at least at first. Think of it as a sculpture, and that is it. Don’t worry about how you’re going to get it to and from Zbrush. Just think about the sculpt and your forms. Well made base geometry can be used for anything, so it is the most important part of your creation process. The only time you need to worry about anything other than the shape is if you have to maintain previously created UVs for textures or Geo for rigging, etc. (as you said you started with a sphere and zspheres this isn’t the case for you)
2nd: How you combine things in Zbrush also doesn’t matter, not really. They can be non-manifold, or manifold non-continuous geometry, or one single mesh, the creation process is really up to you.
3rd: Getting something out of Zbrush is as easy as using Zremesher or Decimation Master to lower your polycount to allow your mesh to be imported into other applications.
4th: Depending on what you plan to do with the mesh comes in to play at this point. Is it a 3d print, a game model, a pre-rendered model, a still image? This is really where the workflow starts to branch. If you’re doing 3d printing you need to start making your mesh manifold and breaking your pieces into intelligent chunks to make the printing process smoother. If you’re working on a game model this is where topology limits, edge flow and UVs come in. The same goes for rendered images, but the limits aren’t really an issue, either in geo or UVs. If you’re going to start making images larger than 8k for printing then you’ll want to find a workflow that works for you in another application as Zbrush doesn’t render anything over 8k.
end rant.
Fromt what I can tell, you’re having issues with getting your mesh together. Dynamesh is your new best friend. Read up on everything that it can do, and go from there. As I said up top, check out Zremesher and Decimation Master to help you lower your counts to get things into another application.
Anyway, without seeing what it is you’re actually trying to accomplish it will be hard to give you specific directions on how to achieve that.
Good luck.