Also, bear in mind that the shops aren't all equally distant from possible gates. Apologies if you already realized all this, but:
The Magic Shop will 'attract' Zorg from the Woods, Hist Society and Science Building
The Curiositie Shop will get him if he appears at Independence Square and possible from the Unvisited Isle/Unnameable
The General Store will get him if he crops up at the Black Cave, the Graveyard, the Witch House, the Silver Twilight Lodge or Hibb's Roadhouse and possibly from the Univisted Isle/Unnameable.
The Isle/Unnameable are an equal distance from the latter two shops, so presumably the first player would decide where Zorg went. However generally speaking it will be rare to see Zorg at the Magic Shop, fairly common to see him at the Curiosity Shop, and very common to see him at the Gen Store. Now that I think about it, this is probably how that should work anyway.