"I got one interesting hybrid form that has not yet recurred, I guess it won't breed true..."
Chuckle. I do have my doubts about that "frog-petaled" zinnia breeding true. Kudos for originality, and for being a skillful frog trainer.
Your discovery that you can get viable zinnia seeds from zinnia cut flowers in vases could prove to be very useful. Thanks for passing that information on. I have had a lot of success growing zinnias from "green seeds" that I plucked from flowers still maturing on the zinnia plant. So I guess it makes sense that green seeds from zinnias in a vase could also prove viable.
"Then will try to get orange and yellow in a more compact wrinkled bloom (like a thimble, or a small African Crackerjack Marigold form)."
You might want to grow some of the scabiosa flowered zinnias to get that "crackerjack marigold" look. This is a picture of one of my scabious types that has some resemblance to a marigold, and with some selection and re-selection, it could move in that direction. Maybe some crossing between scabious and other zinnias could recombine into something close to your goal.
"I'm at the "Amateur Hour" level of breeding Zinnia hybrids."
The techniques you describe can be very effective, and efficient. I look forward to hearing more about what you are doing.