Battery devices are tricky, you have to wake it up when the app is trying to poll the current version, then I usually give it a minute and wake it up again before I hit the button to start the update.
ALSO - important, make sure the device does not have a driver which sends back a command to end the wakeup, if you are not sure just switch the driver to "Device" while doing the firmware then switch it back afterwards. I have found this helps to be sure the device does not go back to sleep mode immediately.
I have a ZSE11 currently running 1.21 FW, I will try and update it to 1.30 some time today see how it works. Not sure why they sent you 1.11? Their OTA firmware page has 1.30 on it, you have to register your devices to get access to the page: Login - Zooz Support Center