GPOs set and enforce items. Set trusted sites in the HKLM/Computer settings so that users can still add sites.

You can use wither a custom GPO template to set and enforce or a script to initially set (and push back out to reset).

Can you detail which settings and in which zones you want the settings?

The best reference I found from MS on what each registr value in the zones mean.
Internet Explorer security zones registry entries for advanced users

Have you looked at microsoft support site?
In this link they say that you can change the Advance tab settings.

Tell us if you had tried it.
Regards.