I have both. I played All Under Heaven a couple of times, and each time, just when I got my empire organized, I was hit by overwhelmingly powerful barbarians from the north. I never tried more than a few turns of Zanguo, finding it quite confusing overall. There was another old FW scenario, based on the Three Kingdoms era, that had some pretty units, as I recall. I no longer have that one.
I can't commit to another scenario until Burma is finished, and maybe Stalingrad too. But if someone wanted to take the Warring States on, I'd be happy to advise. (btw, there are some great Chinese movies on this period.)