You may be right .. but you have access to more info than I have.
Based on the info you have shared with me I think ZAP will not be attempting to authenticate.
The Sites Tree link does not necessarily show the request ZAP is making to authenticate.
Set at least one of the indicators and then try again, letting us know what is shown in the Output tab.
If it looks like ZAP is authenticating then look at the requests and responses in the History tab.
Those are the key ones.
Cheers,
Simon