Looking over the documentation I'm not so sure parameter 10 is going to what you want. As part of the command payload it does let you specify C or F, but that is to specify the lower and upper bounds threshold values that are part of the packet (that is, to specify if those values are in C or F). It doesn't say that changing the upper/lower reporting bound values with a given unit will actually change the reporting units by the module. It might and we can try to figure out the param #10 value to send to try it out, but I'm not too confident it will.
When you changed the UI toggle on the module itself (to F), had you already included the module with the Z-Stick and defined the device in Indigo? I'm wondering if the state that the module is in (for its UI) during the inclusion process is what will then be used for reporting. So try excluding the module from the Z-Stick and then re-including it. You might want to have excluding toggle the UI to C and then back to F before the inclusion. Not so sure that will help, but worth trying.
Lastly, take a look at the
very handy Adapters Plugin. It will provide you with a virtual device state of the C value, I believe, which you can use on Control Pages (and for device state triggers, conditionals, etc.).