Linking a DLNA zone with a local zone has at least two issues:
1. The sync won't stay in sync. After carefully adjusting sync, it drifts after a short time. Generally 1 song or less. As I understand it, no amount of messing with the sync will fix it, as there are playback delays associated with a DLNA renderer that do not match a local device and are not easy to determine. Note that my primary MC platform is Mac and I have tried, as recently as a few months ago, MC24 on Linux (raspberry pi) as a DLNA renderer. I had hoped that MC24's enhanced zone stuff would fix this, but it didn't change things in my setup. Perhaps it all works if everything is MC for windows (including DLNA renderers).
2. As the OP reported, you can't really edit Playing Now once you've linked zones. Well, you can edit it, but the changes don't seem to make it to both zones. I can't remember specifics. Similarly, if you try to skip a track, the zones don't seem to be able to handle this.
Brian.