about the cpm normalization after using normalization factor
In fact the cpm function will use the size factors (TMM) that were calculated with calcNormFactors. In the absence of the size factors cpm would do a naive per-million scaling so only correct for differences in library size. The power of the size factors is to also correct for library composition. I recommend this video for details. In short: What you do is fine. I would suggest though that you use the log = TRUE option for cpm as one typically performs downstream applications (even when using the Z-score) on the log scale. Or alternatively t(scale(t(log2(z+1)))).