Whatever you want to do but remember that you may want to have isolated sections of track and that can't be done if they are connected directly to the bus
If you have the latest firmware then pressing and holding the STOP button for 3 seconds or more will cut track power, rather than just sending the " All Stop" command.
Personally, I think 3 seconds is much too long in a run away situation.
There was a report some days ago about requesting personal data that 96Raf passed to Hornby to investigate. Maybe this problem is something to do with that.
See
I don't have a Z21 but I believe it has a built in address change function that doesn't require you to write to individual CVs. I suggest you try using that.
That part should be connected between the middle wheel and the back wheel like the other side of the loco. It looks broken.
I could be wrong on both parts though.
Are the locos that are causing burn outs fitted with ringfield motors? Many of these need the left hand brush to be isolated from the the main body of the motor.