LeahLu,

"...can I cut the whole flower to save the seeds now?"

I wouldn't cut off the whole flower, in case the seeds aren't quite mature yet. Instead, pull out a few individual petals and inspect them. This picture shows that you can have "fat" viable seeds attached to petals that still have color, but not all of the seeds will be viable. Some will be "empty".

Discard the "empty" seeds. Put the "fat" ones aside on a newspaper or paper towel to dry. You don't want to package them "wet" or bad things can happen, like mold or even sprouting in the package. If you don't intend to store the seeds for next year, but want to plant them now, you could do that. I don't know what your zone is, but zinnias can bloom in six weeks from seeds and in some areas you can get two outside crops of zinnias in a year.

The covering on "green" zinnia seeds is still living and, for that reason, it is impervious to water. That's why the seeds don't sprout in the zinnia heads during a rainy season. You could just plant them and they would probably come up in three or four weeks after the seed coat died and became water permeable. To get them to come up quicker, you can operate on the seed coat in various ways to expose the embryo to water, like in this picture.

You can remove the embryos altogether and plant embryos instead of seeds.

Incidentally, those missing petals on that zinnia in your first picture could be a sign that a seed-eating bird plucked those petals out and ate the seeds attached to them. Zinnia embryos are yummy to some birds. Be on the lookout for zinnia petals lying on the ground under your zinnias. Saving green seeds instead of waiting for the zinnia heads to get brown is one way to cope with seed-eating birds, and to avoid water damage in a brown seedhead. If you are shucking a brown zinnia seedhead and you see a little root sticking out of a seed, that seed is dead, killed by water damage.

ZM