The simplest workaround to avoid the message “illegal image” was to remove the SIM card before the update.
Note that ***_01.200.01.200 firmware is for Netgear routers
and (I suppose) you need the ***_01.001.01.001 for Zyxel routers.
The last official LTE firmware from Zyxel is
EG18EAPAR01A12M4G_01.001.01.001
You may download it from there:
https://support.zyxel.eu/hc/en-us/articles/4403349814802--FM-LTE-Devices-Advanced-Downloads-for-LTE-devices