The BOOT_MODE signals as named in the Zed Board schematic don't match the UG585 (v1.4) specification. In the Zed schematic the mode pins are labeled as follows:
MODE0 = MIO2
MODE1 = MIO3
MODE2 = MIO4
MODE3 = MIO5
MODE4 = MIO6
When Table 6-2 / UG585 is referenced the mode pins are:
MODE0 = MIO5
MODE1 = MIO3
MODE2 = MIO4
MODE3 = MIO2
MODE4 = MIO6
If the ZYNQ documentation is followed then MIO2 and MIO5 are swapped.