If you are trying to associate the ZEN30 relay button to send commands to the ZEN51 then you only need to set the association on the ZEN30 Group 3.
If you want commands to go from the ZEN51 to the ZEN30 relay button then you would set that on Group 2 of the ZEN51, BUT you need to set a multi-channel association (as you have sort of already noted). My drivers do not support setting that, so you would have to use this utility driver (below) I ported from ST. There is a post with instructions for setting a multi-channel association.