More HR stuff

So, I decided to run today, after doing a pretty hard swim with fins and paddles, and I wore my HR monitor. As a reminder, according to Mark Allen I should be keeping my HR around 142 while running to train my body to burn fat. If I go much above that, I start burning glucose, of which I only have about 2,000 calories worth to burn, whereas I have about 500,000 calories of fat available. Okay, so I get running at a leisurely pace of about 4.6 mph (according to my treadmill), and I get my HR up where I want it. Keep in mind I'm pretty heavy (around 265 now), so it takes a lot of work to keep that mass moving at any kind of speed. Okay, so a song that really gets me going comes on my iPod (Dropkick Murphys doing Amazing Grace), and I speed up to a blazing 5.5 mph, which for me is pretty fast. It's a short song and I am using it like an interval or a hill or something, and I get my HR up to the 180's, then the song ends, and I want to get the HR back down in the zone quickly, so I drop the speed back to 4.6, and my HR won't go below 160. So I drop it further until I am walking, and it eventually gets to 142. Then, I leave it at 3.8 mph (still walking, though quickly), and my HR stays in the zone. I can walk like this all day, and keep it there (which is what Mark tells me to do), so as an experiment, I pick up the 20 pound dumbbells and walk with those for a while like I used to at a very comfortable 3.0 mph, and it goes backs up in the 160's. This is no problem for me to maintain, not nearly as much of a problem as running in that HR zone. Then after an hour at or above the zone, I did some standing kettlebell work, and my HR went up in the 170's, yet this was even more comfortable than the walking with weights. I think I could do K-bell work for an hour with much less difficulty than running for an hour, even though they put me at the same HR. My questions are: Is there any benefit to doing HR work at anything other than running, if what I really want to be able to do is run? Is walking in the zone eventually going to lead to running in the zone? Should I just be patient, or should I do glucose work (intervals, higher HR stuff) until I can run in my zone? Is the whole issue here that I need to lose weight? Can somewhat overweight people be exceptionally aerobically fit, or is that just not something that goes together? And if I want to lose weight, isn't burning fat the way to go anyway? I'd love to know what you guys think about all those questions based on your readings and experience.