Symptom

The OLED shows a different script than the one I loaded

You are on a different slot. Press the Zen's button until the OLED shows the name of the script you loaded.

Most likely: A different slot is selected.

Fix

Use the Zen's button to move between the 8 slots. The OLED shows the name of the script in the selected slot.
Stop when the OLED shows the script you want.
If you never see it, it was not written to a slot. Reconnect PROG to the PC, drag the compiled script into a slot in Zen Studio Live, press Play, then repeat.

Keeping it tidy

Use one slot for the current yew2K build and overwrite it after each patch. Old builds left in other slots are easy to select by mistake and will behave like an outdated build: the menu may not open and the timings will not match the current game.

Memory slots
OLED states

Other symptoms

SymptomMenu won't openLikely: Controller not in A1, script not running, or an outdated build.Fix it
SymptomOLED shows the Gearhead logoLikely: No script is running in the selected slot.Fix it
SymptomController not detectedLikely: Wrong port, or a controller the Zen does not support.Fix it
SymptomScript loaded but nothing happensLikely: Shot Timing or Shot Meter is set wrong in 2K.Fix it