I am no coder, but, you don't need the second plrwithinzone check in state=2.
You checked if the player was in the zone, in the previous state.
Quote: "it shows the .png file from the last trigger zone"
Are you changing the image name for each new script? For example.
Trigger zone number 1
Trigger Zone number 2
Trigger Zone number 3
Just try to keep everything as unique to that script as possible and it should stop any occurrences of the same image popping up.
As I said, I am NOT a coder, but, I used to dabble in FPI a while back and had issues like these.
I'm not even sure that this will work, but, I hope it helps.