We have a 3 zone hot water, baseboard system also.
It most likely is a bad
zone valve.
I have replaced a few over the years. It's really easy to do, you just have to keep the wiring straight.
To test, you need 2 people. Have one person set the thermostat to call for heat, the other person watches/listens to the zone valve.
You should hear the motor run, opening the valve, and you can see the manual lever move also. If it doesn't run, you know you have a bad motor/valve.
There is also a microswitch that gets tripped when the valve is fully open, this is what actually signals the boiler to turn on (if the water isn't already hot), and I think it turns on the recirculating pump.
In the meantime, you can use the manual lever to open the valve. It won't trip the microswitch, but it will heat the zone when the working zone comes on.