Calculating at which source voltage, Zener regulation begins
at which the impedance is 700 Ohm. What I understand from that is that at 250 uA, there's more or less 10.1 V across the diode, and the resistance is 700 Ohm (which is VERY confusing to me because \$=\frac{10.1}{250×10−6}=40.4Ω\$

700Ω is the differential resistance of the diode. It means that a voltage change of 7mV would change the current by 10µA. Note that this is a small signal resistance, it's not the resistance if you change the operating (Q) point by a DC voltage. Know that diodes aren't linear elements, have to pretend that they are (in this case). Can only approximate linearity if input voltage doesn't change too much.