I don't know how to make flasheable zips, but i can tell you what i did.
1) root your stock rom and, using a root explorer like fx explorer, find and copy the modem modem_1_lwg_n.img located on /system/vendor/firmware/ to a friendly location like external o internal SD and remember it.
2) flash lineage OS rom and gapps and root it (as i can tell, this rom does not integrate root binary), then, install fx file explorer or the one that you previously choosed.
3)go to the location where you saved your modem_1_lwg_n.img and copy it. Then, mount system and go to /system/vendor/firmware/ and paste it there. Overwrite the existing one and give RW-R-R permisions.
NOTE 1: if you are using fx file explorer, it will give the right permisions automaticly, so, it is not necesary to do that by hand.
NOTE 2: you can mount system partition using a padlock that will be located at the left of the search button when you enter at firmware folder. If you press it, it will ask you if you really want to remount.
4) reboot your device.
NOTE 3: i believe that it is recomended that you do this process using your own stock modem_1_lwg_n.img. Mine is from latinamerican NRD90M.063 firmware. i can provide mine, put its weigh is higher than 8 Mb so the forum wont let me upload it.