This sounds like as if the Zone/Endpoint configuration is not done inside the local /etc/icinga2/zones.conf on the master but inside the Director’s infrastructure tab. This likely is the root cause for the problems experienced, and I strongly advise against using anything else than the zones.conf on the master for direct Zone relationships.
The troubleshooting docs hold some details for the cluster & Zones since 2.11.
They describe how the concept of zones and endpoints work.
I would also suggest “hard-coding” the endpoints and zones in config files (using the node wizard for example) instead of the Director.
But I can’t pinpoint it to a specific reason for you. It’s just how I learned to do it.
I believe I’ve managed to get it working. Trouble is, I’m not sure what I’ve done differently.
I certainly suspect we were on the right track above, however there was also an issue with the test targets used is Host Templates which contained the Master server rather than Satellite server too.