Zoom In and Zoom Out don't really move the objects anywhere. These effects just change the size of the objects either expanding them from small to large (Zoom In) or shrinking them from large to small (Zoom Out). So in addition to the Zoom Out effect you will probably also need to add a Motion Effect that moves the objects off stage further.
It sounds like you are experiencing issues controlling the timing of the effects because you are applying them via Advanced Actions. This is a widespread area of frustration for many Captivate authors. Some report success by creating a custom effect and then editing the XML file created so as to gain more control over the timing. However, be warned that this requires getting your hands dirty with XML code and is very fiddly. Captivate provides no default easy way to control timing of effects if you apply them via Advanced Actions.
For your SHOW button I would suggest the easiest solution is to create copies of all your objects, remove their applied effects and just place them in the same positions as they would be at the end of their effects, then use your Show button to execute an advanced action to show these copies of the original objects. Much easier to control.