I have a hard time reproducing the conversions between Discount factors and zero rates for an XCCY Swap I have found in the question referenced.
For rates up to (including) a year, they seem to be simple interest on an Act/360 basis, matching the USD Libor conventions.
Beyond a year though, I can't reproduce the zero rates from the discount factors and vice versa. Neither annual-, S/A-, quarterly-, continuous- compounding, nor simple interest works. I have tried ACT/360 and ACT/ACT for that matter.
Also, it is not a rounding problem.