Yes, you can. You can make files that change all the mat zones or just a few of them. While in the material room, with the object you want to save the materials for, click the plus on the library like you would to save a single material, but when the "new material set" window pops up, rather than having "single material" chosen, click the circle next to "Material collection". If you only want to save some of the materials, click the "select materials" button and uncheck the ones you don't want. This will save an MC6 file rather than an MT5

Incidentally, if you are in the material room when you apply a single material (an MT5), it won't ask you to pick which mat zone to apply it to. It will automatically, apply it to the one you have selected.

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