C:\ProgramData\icinga2\var\lib\icinga2\api\zones as well as C:\ProgramData\icinga2\var\lib\icinga2\api\zones-stage looks ok in my opinion.
icinga2.log tells me:
...
[2020-02-19 09:36:28 +0200] information/ApiListener: Stage: Updating received configuration file 'C:\ProgramData\icinga2\var\lib\icinga2/api/zones-stage/windows-commands//_etc/win-updates/updates.conf' for zone 'windows-commands'.
[2020-02-19 09:36:28 +0200] information/ApiListener: Applying configuration file update for path 'C:\ProgramData\icinga2\var\lib\icinga2/api/zones-stage/windows-commands' (81922 Bytes).
[2020-02-19 09:36:28 +0200] information/ApiListener: Received configuration updates (1) from endpoint 'icinga.example.com' do not qualify for production, not triggering reload.
net stop icinga2
del C:\ProgramData\icinga2\var\lib\icinga2\icinga2.state
del C:\ProgramData\icinga2\var\lib\icinga2\modified-attributes.conf
del /s C:\ProgramData\icinga2\var\lib\icinga2\api\zones
del /s C:\ProgramData\icinga2\var\lib\icinga2\api\zones-stages
net start icinga2