Adding a ZoneShapeComponent to an Actor BP does not behave as expected. You cannot use the shape as a polygon with per point lane profiles like what is needed for an intersection. When attempting to set the Lane Profile for the individual point, you can select a profile from the Lane Profile dropdown, but it is immediately reset to Invalid Profile None. If you derive the BP from ZoneShape, the ZoneShapeComponent works as expected.
Expected Result: The point's Lane Profile is set to the selected profile and the arrows for the lane(s) show in the level viewport.
Actual Result: The point's Lane Profile says Invalid Profile None
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-193506 in the post.