[old_tv_nut]

Very curious.
That does not look like an X-Y mode display. What it looks like is possibly the signal that should be going to the X axis (the left to right sweep) is showing on the Y axis,while the scope is still using its internal x axis (time) sweep.

Also, do you have adjustable AGC bias connected from the B&K to the appropriate point in the receiver? The Zenith manual will tell you where to connect it.