"Are they true to seeds -- how do you keep from losing a cross?"
The hand-crossed hybrids do not come "true" from seeds, but instead a whole spectrum of variations appear as the hybridized genes recombine in many ways. However, you can "dehybridize" a hybrid by growing a lot of seed from it and by selecting only those recombinants that most resemble the parent hybrid. Many of our open pollinated varieties were produced by dehybridizing a hybrid.
It is not widely known, but you can grow cuttings from a zinnia. The cuttings come true, and they also give you a much larger supply of seed, which you can use to advantage in dehybridizing a chosen hybrid. The process of dehybridizing a hybrid is fun and rewarding, because in addition to the specimens that resemble your target, you also get a lot of new forms, including some that may actually be better than the chosen hybrid parent. That can give you the opportunity of creating several new cultivars from a single good cross. And, of course, there is nothing to keep you from making crosses between selected recombinants that can show up in the process of dehybridizing a hybrid.
This attached picture is a grouping of several zinnia plants that grew from cuttings from a single donor plant. I grew them last spring. It is a choice purple scabiosa flowered specimen. These plants matured to produce a "bumper crop" of seed that I can use to help stabilize a pure strain. It usually takes four or five generations of re-selection to get a reasonably uniform dehybridized strain. But since you can get more than one generation of zinnias in a year, the process can take less time than you might think. Dehybridizing does take some garden space, because it helps to grow several hundred plants to select from. I plan to use zinnia cuttings much more next year.