Those eyes look beautiful!

It's different with Zorro (and with Dweezil too) because that's the normal color of his eyes. A lot of bird species have pigments in the eye that aren't found in the rest of the body, and the ones that have red or orange eyes have some kind of pigment in there causing this color. Pigments help protect the eye, and their eyes have the full amount of normal protection. The pigment might have other functions in the eye too but I don't know the details on that. But except for nocturnal birds like owls, birds in general don't have good night vision. Their eyes are designed to have much better day vision than we do, and the "equipment" for this super day vision doesn't leave as much room for features needed for night vision.

It's different with birds that have red eyes because of a mutation. In their case the normal pigment is missing and the red that you see is the color of the blood vessels in the eye. So their eyes might not function as well as birds with normal eyes.

Here's Dweezil and his orange eyes. It's really funny because this coloring lets me see when he's "pinning" his eyes (making the pupils get bigger and smaller in rapid sequence). I can't see that with the cockatiels because their iris is about the same color as the pupil.

Joey has orange eyes too, to add to the orange around his eyes. Funny thing, I actually witnessed him pinning once. I didn't think doves were capable of pinning.

When the light hits Lucy's eyes just right, I notice they pin when she gets excited (like if she sees a bunch of birds outside). I wonder if it's a thing that all birds can do, but we just can't see it in dark colored eyes?

I don't know how many birds do it. I don't even know whether all parrots do it, but I know that a lot of them do. It's something that happens when they're excited. It's recommended to stay out of reach if you see an Amazon parrot pinning its eyes, because they tend to bite when they're excited even if the reason for the pinning is a good one and they're really happy. That's probably good advice with any large parrot.