The zumo has its own battery that it will drop back to should the system voltage drop because of too much other current demand.
The passing lamps and the bigger wattage headlamp are Yamaha accessories the bike's electrical system is designed to handle with the exception of cold weather starting when you need to turn them off until you get it warmed up and the battery gets recharged or you can end up having to jump start it. Been there, done that on my 650 (same stator/regulator). Yamaha made things better during the intial starting by not turning on the headlight until the motor starts. You could hook the passing lamps to either the low beam or high beam wiring and they would behave the same; however, unfortunately, if you want them on with both high and low beams, no joy.
Your cycle sounds will draw less power if the system voltage goes down and 3 Amps is the max that it will draw and it won't draw that much continuously. All combined, your pretty much maxed out and close to the 15A fuse for lighting so beware of cold weather at idle or low RPM and a weak battery.
An electric vest/pant suit with the passing lamps or high beam on in cold weather at idle or low rpm will drain the battery so you've got to make choices on what to turn on and leave off if your into cold weather electrics.