Interesting problem. I didn't know you could install license files in a zip archive. Did you try extracting them and loading them individually by any chance?
There is a known issue with 4.0.4 where the DC directory sometimes gets hosed when you're loading licenses and an upgrade is involved.
If you got the pilot 5 agent std license loaded, you could attempt to load all the other licenses (extracted from the ZIP file) and see if it will all load. It may complain as you go until you get the full set it needs installed. Once installed, you can go into DC directory and remove the ones that you don't need (the pilot 5 std license).
As far as the enh to premium upgrade, you're out of luck unless your Cisco AM will go to bat for you. They can issue 4.x licenses, but generally won't without a really good reason. They'll do it for some Government customers who have to be on 4, but I haven't seen them do it for anyone else.