Are these red lights on my Honeywell HZ432 why my bedroom isn't blowing in heat?
I had one of these units in a two story house, and the red LED means that zone is closed, a green light means that it is open.  So, for the panel on the left, the system is calling for heat, and only the Zone 3 damper is open (so the Zone 3 thermostat is the one calling for stage 1 heat.

If any of the zone lights are blinking (may blink amber color), then there is a problem with one of the damper motors.

Here is a link to a PDF manual if you want to know more about it, but once they are set up, they don't require any maintenance.  You can test all the functions to troubleshoot things, but right now it seems to be working correctly.