Before I try to help, let me say that I'm sorry for your trouble. Bricking a phone is a lousy experience. The good that can come from it is that you can learn. In this case, you failed to read enough and to ask questions. I hope you'll try again and learn not to make that mistake again.
OK. Let me see if I've got this. You said your phone was sent back to ZTE. Was that for a problem before all of this? If so, you may try sending it in again. They may either repair or replace it.
Now, to your step-by-step. I'll list the number from above and comment/question about the steps.
1. Did you run kingroot, or just install it?
2. Did you click "install recovery" in the TWRP app? Did you reboot into TWRP from the TWRP app? Or did you reboot into stock recovery? If you were in TWRP, you should have had no trouble flashing SU. Unless it's because of step 9.
3. So you rebooted and (after a weird boot process that skipped the normal boot splash screens) got into Android?
4. You factory reset from the Android settings? If you hadn't already really messed up, you surely did so here. The forums are here to help you, but you have to read EVERYTHING. I'm not trying to bust your chops, just want you to understand. If you had read the conversation here and asked questions, you would have NOT factory reset from the UI. Then, instead of posting about a bricked phone, you would probably be posting thanks all around for the joy of your newly rooted and modded ZMAX.
5-8. YEP! Sounds like a hard brick to me. Maybe send it back for service and see if they will repair or replace. If they know you tried to root it, it is unlikely they will touch it.
9. This is another place you want wrong. The instructions are clear. Uninstall kingroot and all other king apps. Removing the icons is not the same. You could almost certainly have recovered from this (there are instructions on the forum for how to fix that), but once you factory reset, it was all over.
I hope this helps. In another post, you said you are a flagship gal. I usually run higher end phones, too. My last several phones were all off the top shelf. This is the first budget phone I've had in forever. Having said that, now that I've got it rooted and have custom recovery and running the Carbon ROM, I love it. It is fast, smooth, and BIG. In fact, I've done this whole post on it and I'm running a bunch of stuff in the background without any problems. I really hope you'll try again. Good luck.