Hiya,
You shouldnt need to actually use context files.
Create and test the context in the ZAP desktop.
Then create an Automation Framework (AF) plan using that context.
The AF plan generated will include all of the info needed to define the context, you should not need to import the context file.
I'd also recommend not using policy files.
Instead configure the AF plan with the rules you want to run, i.e. in the jobs:
You _can_ import policy files, but that jjust making things more difficult for yourself.
Cheers,
Simon