Hey there,
it is not possible to exit ZSC or go back to the previous menu when you are in the shellcode download menu.
Steps to reproduce:
Start ZSC and go to "shellcode" -> "download".
Try 'exit', 'quit' and 'back' and you get an error message as seen below:
zsc> shellcode
zsc/shellcode> download
shellcode_id> exit
[!] you must enter a int value
shellcode_id> quit
[!] you must enter a int value
shellcode_id> back
[!] you must enter a int value