Sounds like the wrong fingerprint. (Binary switch instead of multilevel switch.) manufacturing defects can happen, even on a whole lot.
The purest diagnostic step would be to move the one that works to The lightbox for one of the ones that doesn’t, but I know you probably don’t want to do that. If it was me, I would just exchange them and try again.
As for the The switch boxes that have neither a ground nor a neutral, how old is this House? If the wiring is from the 1940s, you might have knob and tube, but that’s really rare now. Did your electrician say anything about it?
Cooper still makes a Z wave switch that doesn’t require a neutral, but it will only work with incandescents. Unless it’s knob and tube, there’s a neutral in there somewhere, and an electrician can fish one up per master switch. Then you can use non-loadbearing auxes for anything else.
Or if the fixtures work with LEDs, to be honest the easiest thing is probably just to put smart bulbs in and not worry about rewiring the switches.