Hello Mark,
I'll take a shot for you.
Not a PHD2 expert, but I note this ZWO guidecam and ZWO imaging camera problem is pretty common, so I'll tell you what I recall about fixing it. Firstly, ensure you've installed the very latest ZWO (ASCOM) and ZWO native camera drivers. Also the latest ASCOM Platform (now v6.6SP2) and PHD2 development snapshot v6.11.2dev6. All these are essential.
Next, ensure that PHD2 runs with the ZWO (ASCOM) driver, since both drivers will appear in the Connect Camera selector in the PHD2 Connect Equipment gui.
Connect the guide camera before you run the NINA/imaging app and the ZWO native driver .
I seem to remember it's better to connect the ASCOM guidecam, then disconnect, before connecting both cameras as described above.
I may not have remembered all this last bit exactly right, but the drivers info is accurate.
Good luck.
- Jack T