You can import Ledger transactions either by Ledger Live export (preferred) or the receiving addresses. You should not do BOTH, however, and the easiest way is to use Ledger Live to generate a CSV file and then upload to ZenLedger.
Here is how you export your Ledger Live transactions and import to ZenLedger:
Download and install Ledger Live app from here and connect to your Ledger hardware.
To export your file for upload, click on "Setting widget".
Click on Accounts.
Click on Operation History
Select all the Accounts on your device.
Click on Save and save to your computer.
Upload the file to ZenLedger under the Upload/Wallets tab, find Ledger Live, and upload your CSV.
If you prefer to use your wallet public recieve addresses, use these instructions:
When you find the Ledger wallet receiving address, you can enter that into ZenLedger under "Wallets" and select the appropriate coin from the Dropdown menu.
Also, with regards to "Inside or Outside the US" - If you are in the United States as a resident and tax paying citizen, you can consider the wallet in the US. This question generally only applies to foreign crypto exchanges like Binance or Kucoin.
Ledger Live Desktop