I have 3 Zooz ZEN15. All were included with S0 security successfully . 2 of them are still included with S0. I recently excluded the third one. When I re-included it, it included with security “none”. I properly used the method to hold the Z-wave button for 3 seconds per Zooz instructions. I also tried to check “Force security” or “S0 encryption” in Home Assistant. No matter what I do, I end up with a device in insecure mode. I believe there might be a regression since this used to work, and the firmware for the ZEN15 hasn’t changed. I did however update the firmware for my ZST39 stick, so it’s possible something broke with S0 handshake.
This was fixed after a factory reset of the device, and a few more inclusion/exclusion attempts.