I have had the same problem. I am running WinUAE on a Pure SCSI system. (No IDE Devices are used)
From Previous notes from Toni real SCSI Devices have never been tested With WinUAE with the exceptions of CD-ROMS and SCSI Hard Drives.
I have also tried using OPS 3.9 with both Biong Bags installed with no luck.
One Option I have not used yet is to try using Squirrel (Oregon Research) Zip/Jazz tools with WinUAE.
Cheers
Shaf