I also face same problem like you,
Then i notice there is an easy option to give income proof (for all student and unemployed persons)
It is (Demat Statement of holding)
What you have to do is make Investment,
Buy any companies share and keep it in your demat,
After that go to CDSL website and register for (easi) with your bo id,
Then when you loggin to website, you have an option to save and download (statement of holding) as PDF From CDSL, Which will have info regarding your share holding pattern like companies name, quantity etc
You have to download the pdf and attach it in demat holding statement form of income proof.
That’s all your F&O segment will activate.
You can give Demat statement of holding as income proof in zerodha.