I had 2 infinite lights and an IBL light, no spot or point lights.

So I decided to delete all the lights and create one single light.

I tried all the different light types with SuperFly and got the same result = no z-depth map (or rather it was always like a mask with no depth information).

I then tried all the same light types using FireFly and got a z-depth map every single time.

I'm on Mac using Poser 12.0.757 so maybe it's a Mac bug...