Hi Jacsdad,
First, regarding the error, based on the article about postal codes, we feel like this is an expected behavior:
Display numbers as postal codes
If you refer to the second note, we can see that when saving them as a ZIP code, we do want it to be formatted as text instead of numbers:
If you're importing addresses from an external file, you may notice that the leading zeros in postal codes disappear. That's because Excel interprets the column of postal code values as numbers, when what you really need is for them to be stored and formatted
as text.
Right now, we would like to prevent Excel in displaying this error instead. Under Excel's
Preferences > Error Checking, there should be a special option to ask Excel to not show errors for Numbers formatted as text.

We suggest unchecking this option to remove the error.
We also masked your OneDrive password and we do not recommend sharing your password with anyone. If you would like to share the file, please use the built-in sharing feature instead, so that you can share the workbook with other community members:
Share OneDrive files and folders
Regards,
Sheen