In some case I like the activity but would like to change something in it. However, I didn’t find a method to export it to a zwo file that would allow me to use it as a custom workout.
You can duplicate the workout and then edit your duplicate copy. The duplicate icon IIRC looks like one rounded square over and offset from another rounded square.
Another point – the custom workout file is local to the computer you saved it to. To edit or use it on another computer, you need to copy/duplicate the file onto that computer.
There are workarounds requiring a bit of technical savvy – like creating a Windows symlink to a Dropbox folder to sync your custom workout files. There’s a thread or two in this forum on doing that.