Zone 4 or Zone 5 for "high aerobic"?

Since it's winter, I do alot of base training. But my watch doesn't seem to like it as it regularly says I'm "unproductive". I have been able to return to "productive" buy doing a few Zone 4 Threshold sessions per week. But now I'm wondering if it is better to do a Zone 5 session instead of Zone 4 threshold sessions?

In the polarized training model, it seems that on hard days, they do Zone 5 instead of Zone 4, so that would seem the way to go. But I like doing Zone 4 threshold sessions so much more. If I do 5 x 5 Zone 5 intervals, I really starts questioning my life doing this stuff (I did it today, but it really required all my mental energy to keep going and finish the workout. I'm not sure if this is sustainable doing this 2 times per week).