Can I set my max heart rate and zones?

Yes, both on Settings > Profile. Type your max heart rate and you immediately see the five zones it implies. Below that, a heart-rate zones card lets you set your own boundaries in bpm, checked as you type so a split the rest of Trailwise could not read is never saved. A value you set yourself is never overwritten by a connector, and the card says when your zones came from a device instead.