this header is blank because the score was 0. Usually it's a list of '*' characters, one for each point of spam score - so if your spam level is 3, it would be '***'.
The version problem means we're finding another set of SA config files, which means you've probably got it installed somewhere. If that's the case, you can search the forums for workarounds, it's been covered.
As for the password issue - try sh -x bin/zmtrainsa ... to make sure it's doing the right thing.
Also, if you've got any special characters in your username or password, pass them in single quotes: zmtrainsa localhost 'user' 'pass' etc...