add zombieheadbox and zombiebodybox into the container for the zombie, and make sure there is only one of each type these objects in the layout: zombie_Health, zombieHeadBox, zombieBodyBox.
The system will automatically create those afterward when the game is started/running for each zombie, so you can place or create or destroy zombie objects and the other stuff will be added and removed for you
That also means that the actions you made for sub-events 42 and 43 can be moved straight into the "for each Zombie" in event 41. In fact, you can copy the actions from event 44 into 41 as well and delete that.
That way there is only:
41 For Each Zombie -> All the actions from events 42, 43, 44
42 (was 45) Bullet: On collision with zombieBodyBox -> Zombie subtract 20 from Health
43 (was 46) Zombie: Health < 1 -> Set animation to ....
However, that last event might be better as a sub-event to 41 you might have to test for that
Hope that helps! Otherwise, please upload your capx to Dropbox or Google Drive (free) and then share a link here (to get past the link filter replace the .'s with (dot)'s eg: )google(dot)com/)