1) Is there any way to make the ZOCF changes permanent or do I have to re-edit the items with ZOCF everytime I save a change on ZOLE?
What we are trying to get at here, is that your doing something wrong. The changes are supposed to be permanent and only done once. What you are most likely doing (somehow) is opening the ZOLE and loading your ROM, then proceeding to open ZOCF with the same ROM. You then are probably doing the chest fix, everything correct but you go back into ZOLE which is now loaded with the old copy of the ROM without the chest fix and saving. This causes an overwrite on your chest fix, rendering it useless. Try opening the ROM in ZOCF and make sure there is no ZOLE window whatsoever opened. ZOLE also has a launch feature that prevents this from happening so you should try that as well.
3) So there's no way at all?
While there is no way to actually make your own chests, Lin has so graciously created a patch in which each over world gained 30 extra chests. Those 30 chests are located all on map zero. Basically with 30 new chests on the over world there is hardly a need to even make your own chests.
4) Well there are some scripts offered on ZOSE.html that I have no clue how to use. For example, how do I use "showtext"? Fatories doesn't really incorporate all of the scripts into his tutorial (even though he does give good explanations on the ones he does use) so I'm stumped. Also, could you explain how to make a cutscene or should I figure that out on my own?

at the compliment, but you're correct I really only go ever simple things in that starting tutorial. Not to say there isnt other simple stuff, a lot of it really is, it's just confusing at first. I may plan on doing a more in-depth tutorial on other things in the future. As for the cutscene that involves to much explaining for me to really go about showing what you can do and stuff, which to be honest I just dont want to do right now.
5) So as of right now, I can't have NPCs give items unless I have a hex editor (whatever that is)?
Yeah, more or less.