As shown below, my handles all return valid results, and the context actor can also be obtained. However, no matter how I run it, the move to interact method always goes to the failed node.
Happened to search out your question from your answer in another thread.
I believe the step you are missing in the process (and I will say here that it is not clearly stated anywhere in our samples) is to create a BP actor and add a SmartObjectZoneAnnotations component to it. It needs some configuring for things like ZoneGraph lane tags it can/cannot affect. You will then need to place it in the level containing your ZoneGraph and Smart Objects.
Create a tag in Project Settings->ZoneGraph to use for Smart Objects. After that, open Project Settings->Mass->Mass SmartObject and fill the Smart Object Tag field to use the new tag you created. I think your annotation actor BP should automatically pick up this setting in the level. Your Smart Objects should now markup ZoneGraph with annotations for their entry slots.
-James