Going back to basics, are you in single-shot focus mode? I don't believe it'll confirm in servo mode. Then, all I do is to hold the shutter release half-pressed and turn the focussing ring until the appropriate red box lights up.
Is the problem that it works for your other lenses, but not the ZE lenses? If that's the case, then you have an issue with the lenses (although that would be odd with 2 lenses). The ZE lenses act just like any other EF lenses. I use my thumb for regular focus and get focus confirmation with ZE lenses using my thumb.
