I don't think the OS version would be the problem, in fact OS 2.43 is probably what I ran it on the most. Could you check the model information on the back of the two calculators (if I recall, it should end with a 4-digit date code and a revision letter) just in case there's been some hardware change I don't know about?
Also, in terms of the Zelda game itself, I assume you probably know how to save since you got it working on one calculator, but just in case, unless you get a game over you have to press A+B+Start+Select to save the game.