I'd check Roles in ZD configuration, verify that you have Role which allows ZD administration. Since RADIUS test works, verify that user is assigned correct Role. You probably have done it, but also remember to enable external admin authentication under Administration-> Preferences.
If everything looks correct and still not working, then I'd try changing to Active Directory type of authentication profile instead of RADIUS, at least as troubleshooting method narrowing the problem. I've found AD authentication easier to implement, especially if you wan't to allow ZoneDirector admin only for members of specific AD group. I'm currently trying to achieve that on SmartZone platform, without success...