They don't anneal zinc during the thinning process. The metal is thinned mechanically and turned into a very large roll (around 1300 feet long), at which point it is fed into a blanking machine which punches out the planchets.
In fact, one of the "advantages" in using Zinc is that it's considered to be "self annealing" because it's such a soft metal (3/10 on the Mohs scale) and they don't have to anneal the sheet, the blank or the planchets at any point in the process to make them strike up better.
Second, assuming there were defects in the surface of the planchet (which happens), when it is struck by the dies and has 50 tons of pressure applied to it nothing can exist or remain outside of the shape of the pattern of the dies because that much force makes the metal move like a liquid and it literally flows into the recesses of the die.
Depressions in the planchet can be created by foreign material on the die or the planchet, but your coin shows metal that has been moved outside the shape of the intended devices.
Look along the bottom of the base of the memorial, for instance. There are at least 4 spots where metal exists outside of the intended line of the device. The biggest one is just right of center.
That can't happen during the striking of the coin because any such defect would have to either an defect on the die (which means thousands of other such error coins would have been found) or it would be obliterated by the strike.
The first two columns on the left, at their top, both show moved metal, as do both columns in photo 5.
Can't say definitively that every divot in your cent is due to
PMD based just on your posted photos, but when you see that much metal movement the
PMD alternative just makes more sense.