I was blown away by this discovery!

I did not have Photoshop on my home PC and instead had all the other usual cheap pixel painters except Gimp and did not succeed with any of them.

Then by out of curiosity I tried if Xara would suit as a target app and it did!!!
Switch off the topmost layer and then just make any object to the middle layer.
Because you can't save in .psd you must export to .psd and then go back to ZBrush and initialize the ZAppLink import from there.