Okay, use terminal emulator to return to xionia recovery. Then follow my first post to unroot back to zvd (flash update.zip twice as directions say). Then use gingerbreak to root. You can do it all from your phone.
It will, you'll just be flung back to stock recovery. Either way, if your on a different baseband than ZVD and want to back down to ZVD, you'll need to follow those instructions.
Cannibal and any CWM/Custom based recovery will not flash a radio.img which is why you need to go back to the stock to change basebands.
If you were in a custom recovery when going from zvj to zvh, your still on ZVJ. Custom Recoveries can't flash radio.img files. Could you elaborate a little more please?