Amiga has several different CD filesystems. All the latest ones support Microsoft's Joliet extension and there should be no problems with them when burning CD's with default settings on PC.
But older filesystems don't support Joliet. If you use CD burned with Joliet extensions, then you can see file names in shorter format. To be able see long file names properly, you have to have CD burned with Rockridge extensions (common in unix world). You can burn CD in Rockridge with most burning softwares on Windows too, but you have to dig some settings. Though some simpliest burning softwares won't let you burn anything else than Joliet.
Anyway, when burning, be sure settings are ISO level 2 with rockridge and/or joliet extensions.
If the files are completely missing, then it might be multisession CD fault. Different filesystems handle multisession CDs differently. Try to burn just one session to blank CD and close it properly.
If you type "info" in shell, what does it say for CD0:, when CD is inserted?
BTW. I'd say "unpacking" or "unarchiving" instead of "unzipping"... Amigans have always felt LHA is better than ZIP, so it's bit rude to call unlha'ing as unZIPping
