The zone valves are Honeywell, with a silver box on top, and having read that the protruding lever should have resistance when the heating is off, and no resistance when on, I have found the offending valve. There are three valves in total, presumably one for each zone. Just one pump, too.
I've taken the top off the silver box (one screw) and can see the actuator, but beyond that? Will tapping the actuator or the valve or anything else release it? I guess it is stuck because it hasn't been used. Can the actuator be changed without water pouring out?