Now for debugging it - if you remove the Arduino and leave only the pedals setup like this - is it still noisy? (power the Zoom from 9V directly, not through USB).
I do not remember if I wrote it but I think it has already said in some of my message that without Arduino I have no kind of noise, connecting it directly to 9V ( NO USB ) and even in daisy chain. It is its presence in the pedal board the cause of all the strange noises, from the ticking with the PSU switching to the humming at 50 Hz with linear power supply with transformer.
That's a bit of a red herring.
In your original setup (with the bad ground system), the Arduino has been in the ground return path of *every single signal* on that pedal board. So no wonder you had problems. Any noise it generated or picked up got added to your signals.
I suggest the following to make sure we are able to get rid of the tap tap noise first (that one is added by the digital MIDI signal).
Connect only the Arduino and your Zoom. Remove any other pedals from the signal chain - you can leave them powered, just remove any signal wires. (don't forget to connect the shielding of the cable to your amplifier and from your guitar to the ground of the Zoom/pedal board!)
Is it noisy like this? Do you hear the tapping noise or any other unusual noise? Is the noise still there if you short the input of the Zoom to ground?
If it is still noisy (tapping noise), then the problem is definitely with the Arduino/USB shield noise getting into the Zoom and the Zoom not having it properly filtered internally. That could be a really difficult issue to solve without modifying the device. In such case try to power the Zoom from a separate power supply (not just over USB). If it doesn't help even like that, then we are pretty much screwed.
If it isn't noisy like this, unplug power, take your multimeter and measure resistance between the ground of the input plug and the negative power supply wire. It should be very low (ideally dead short). If it isn't, then the Zoom has separate grounds for the digital and analog parts and you may need to add a grounding connection between the input connector and the star grounding point.
Once you have things working and noise free, continue connecting the other hardware one by one. If the setup suddenly gets noisy, you will know why and can investigate right away.