John Ward connects the frost stat/pipe stat combo to the L brown input wire of the heating 2 port valve (which comes from the room stat). That's a better method because it makes sure that the heating circuit is energised, rather than leaving the setup in hot water mode. But in your case, the frost stat will switch on the zone you have chosen to connect it to, but not the other one.
My immediate thought is that you need a frost stat with a 2-pole switch, or an additional relay in order to turn on both zones, unless you think turning on the lower zone should provide enough protection for the upper?
I'll have another think! My bad! Apologies
The simplest solution I can think of is to fit one pipe stat connected to L, connect that to two frost stats, and then each frost stat to each zone valve brown! Or use a relay!
Edit: If you have room stats for each zone, and they have both NO and NC contacts, I think there is a way of wiring those to the frost stat to activate both zones when the frost stat kicks in. But I guess feeding additional wires to the unused contacts in the room stats may not be attractive? (unless they are already there).
JW's wiring:
View attachment 97467