I can't help out with any ideas about the rotating nut, but there is a long thread on this forum:
Rotating Ballnut - design ideas
It's about rotating nut, so maybe you can find something there.
I understand you start with the Z, and I think that's a good idea. Personally I also started with that one for the same reason you do, it can be built on a desk and not needs a lot of space. There is another reason to start at that end, which is that the Z is the most complicated part and is very critical, also difficult to fix if something needs to be fixed. Good luck.