Zotac says the Gt730 Zone uses pcie 2, not 3; so this should work in my thinking.
I checked evga's and their 730's are pice2 also.
Have you checked to see if there were a bios update for your motherbd?
How many GB on your Zotac?
You might want to contact Zotac and see if there is a legacy bios available for this. I found posts on MSi's forum stating their 750Ti will work (so I dont see why a 730 wont) but the gpu's firmware may need to be changed (legacy/uefi)
Update - I've found several posts in Hp's forum by Hp rep's stating that the Chicago board is not compatible with nvdia 700 or 900 series due to the hp bios, which they won't update.