Thank you for joining the thread, Operations_Monkey.
Assuming that you've enabled your Price Rule, not having a Z icon means you're using Price Levels (not Price Rules) or the date of your transaction is not within the price rule you set. Therefore, we'll check these things to find out why you have the missing Z icon.
You'll know if your price rule is enabled when you see the Price Rule List in the Lists menu.
You can also check the date range of your Price Rules, and compare the date of the transaction in concern. If the date is not within your specified range, the rule won't apply to your transaction.
Please let us know what you'll find out, and we'll help you further. Have a good day!