SharpCap developer Robin Glover has just posted a reply to my inquiry about this issue on the Astronomy Shed SharpCap support forum here: http://www.astronomy...=193347#p193316
He confirms that the highlighted choice in my screenshot above is in fact the best choice for allowing SharpCap to talk directly to the camera.
However, he also confirms that my Camera Selection menu is not displaying the ASCOM driver choice for this camera (I would see a section "ASCOM Cameras"). But he also says that I wouldn't want to choose it as it provides less control of the camera.
I've also posted at the ZWO Support Forum, so hopefully ZWO will respond with some help in troubleshooting this issue. I'm also going to post my ASCOM logs at the ASCOM Yahoo forum for help.
In the meantime, I have been successfully using the camera with SharpCap, but SGP is not able to find it (probably due to the ASCOM driver issue I'm having).