zinnia flower seeds should be collected after the flower has died on the plant. maybe you already know this? just thought I'd throw that out there in case you didn't.
on your cukes, I'm wondering if your original cuke plant was a hybrid? seeds from a hybrid plant won't sprout. also, when you collected seeds from your cuke did you let them completly dry out before you stored them?
from what I know, it's mostly tree seeds that require a period of coldness in order for them to sprout.
planting depth also comes to mind. a general rule is plant the seed double....or is it triple...??? the seed size. maybe some of your seeds were planted too deep?
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Cricket
Ah, summer, what power you have to make us suffer and like it. ~Russel Baker