Make sure “native segwit multisig” is selected and that the derivation path matches the default one Electrum gave you earlier when you grabbed the Zpub (e.g. m/48’/0’/0’/2’).

https://medium.com/@ecurrencyhodler/how-to-setup-a-multiparty-3-of-5-multisig-wallet-using-electrum-126835c3da69

https://electrum.readthedocs.io/en/latest/multisig.html