analyzing at this point leads to no results because, well, if you try setting up the ECI instead of the mikrotik and it works - guess what, it's the mikrotik.
You seem to be misunderstanding, the Mikrotik is the router, the ECI and Zyxel are used in bridge mode (as modems only).
So basically the LAN should never SEE them, they are completely invisible and both should behave exactly the same as they merely convert between VDSL and Ethernet, the actual connection to the ISP is over PPPoE so there should be no functional difference so far as the Mikrotik is concerned. All it sees is the end of the PPPoE connection, it isn't really aware the ECI or Zyxel exist.
No firewall, NAT, or other settings on the Zyxel should make a blind bit of difference, as its blindly passing traffic over the bridge between VDSL and the Ethernet port that is part of that bridge. It has no control over what happens to the traffic, it simply doesn't know or care what is going on.
That's why my suspicion was that its actually something on the LAN itself that is behaving different, which could happen if the Zyxel is connected to the LAN side too (for stats) where it IS able to broadcast services that it might not be providing, due to being in bridge mode, which can conflict with what the Mikrotik itself is advertising on the LAN.
A simple test would be to ensure the Zyxel is NOT connected to the LAN in any way, only the VDSL is bridged.
This is also why I do not like the idea of having a single-cable solution with Zyxel, as you're introducing LAN traffic onto the bridged interface, somewhere it shouldn't be as not only is it going to the router on the WAN port, it may also be sending LAN traffic out the VDSL side where there is no telling how far that might propagate down the Openreach network - depending on if they have it configured to drop all traffic that isn't PPPoE related.