There will be a problem with having enabled the Zen mod, as your Pretender will be based on the modified point costs. If you have picked a beefed up Pretender, you could find yourself with a Pretender having used more than 500 points, triggering the cheat direction. You would then end up with an Archmage (no magic of course), not the greatest Pretender around.
If that helps you, there is no problem with having both executables on the same directory in Windows. The 2.15 patch simply alters the executable file (at least compared to the 2.14 version), so there should be no problem with keeping the two versions at the same place. I do not know if Linux can interfere with that though.