I tried all the Incense Series and bought Jaisalmer, Zagorsk and Ouarzazate so far (but actually plan to buy them all).
It's clearly not a popular opinion, but Avignon is the one that I'm the least impressed about. Don't misunderstand me, it's still a very nice fragrance and I'm sure I'll appreciate it more and more as the time passes if I keep trying it once in a while, but for me Avignon wasn't as evocative as the others were.
Zagorsk, on the other hand, quickly amazed me on how it projects such a melancholic vibe and how that feeling is shared by most of its users. I think you need to live in a country (or have some memories of a country) where winter is very cold and full of snow to fully understand this fragrance.
And I'll go against the wave again and say that Zagorsk is the most churchy of the 2. Afterall, we didn't all go in the same churches and according to my memories, Zagorsk smells almost exactly like the walls and the bibles in the church where I used to go as a kid.
I can't comment about the comparisons you made since I didn't try the frags you mentioned, but I'd say Zagorsk is more smoked wood than straight woody.
In a nutshell, Avignon made me wanting for more while Zagorsk perplexed me by its melancholic beauty.