The reason why one runs into 'error' when using sendfirm.exe to send .nr file on Windows 10 is one of driver issue. The MTP driver on windows 10 is disabled by default somehow. Therefore zen x fi is not recognised by Windows 10 in the first place, not to mention sendfirm.exe.
The solution is:
(1) Go to C:\Windows\INF
(2) Type "wpdmtp.inf" in search bar provided to the right of the address bar in Windows 10.
(3) Once you found it, just right click on it and select install. It will take a very few seconds.
(4) Connect your device to the pc.
Once I finished such procedures, the windows immediately popped one message saying 'installing driver for x fi'. This was found out using google.