The bars look like standard budgie-cage bars, which are OK for most small parrots. The other two cages have thicker bars which are suitable for bigger parrots. You know more about Zorro's beak strength and chewing habits than we do, so you're in a better position to decide whether the thinner bars will be strong enough for him.
You also know more about his play habits than we do and can judge the width better than we can. A width of 21 inches wouldn't work for a large macaw but it's plenty for most small parrots. It's easier to visualize if you get a tape measure or yardstick and look at how much space 21 inches really provides. Most of my cages aren't that deep, and only my two biggest cages are deeper than that. My biggest cage is the same as #3 on your list, and my second biggest cage is this one:
http://smile.amazon.com/Prevue-Hendryx- ... 0002AQ228/