I'm not sure which would be more trying of one's patience........ waiting to purchase a vehicle months from now, or purchasing a vehicle and only being able to sit in it until the winter is over and the salted roads have washed away
Don't feel bad about backing out of the deal, the dealership in all likelihood has not ordered your Z yet. If they have, it's probably not too late for them to cancel the order, or, I'm sure they'll be able to sell it to someone else (they've got to have a few Z's for their lot, don't they?)
Continue to interview dealerships until you find one that instills trust.
Good Luck