I have not seen this strange frozen inclusion status in a ZEN34 (I have successfully added these devices to my own network), but this sounds very much like the behavior reported in a few other devices (e.g., here and here). If you check out your z-wave logs debug while you are waking up the device, I expect you’ll see no wake-up signal at all. If that’s the case and then this is a similar situation and somehow during the inclusion process the device gets stuck in a state where it can no longer communicate with the controller so no amount of waking up will finish the inclusion process and a factory reset is the only method to get the device back out of this state.
With the three devices I had that suffered this issue, I could never get them included via the binding with many attempts and dozens of wake-ups. I resorted to open z-wave control panel and they all included on the first try only needing a single wake-up. After they were included using ozwcp they have functioned in OH 100%. I am aware of the discussion currently gong on here, but can only report my own experience. Ozwcp worked immediately, where OH could not after weeks of troubleshooting.