As for where on the wing chord to locate the servo, as close to the aileron as possible is good. That keeps the aileron rod as short and stiff as possible.

The "no z bends" thing, I suspect, is because some guys thing that a rod will have a tendancy to flex a bit at the Z, and the bending of the Z can weaken some metal rods (depends on the hardness of the metal, etc), which can result in the rod breaking at the bend. This kind of failure is most likely if you encounter flutter, as fultter puts a huge load on the pushrod and servo, and does it as a hard, rapid vibration that is murder on linkages, gears, etc. Also, I've never seen a size 4 rod bent in to a Z, just size 2 rods. If you're going with 4-40 hardware, why use a 2-56 bent rod at the connection, stick with quality 4-40 stuff from end to end.