I chose my infection the moment the event started and I'm not showing any progress. I chose a new one and chose to pay an additional 25k to make it happen right away but I don't see anything at all.

Some of the zombie strains are barely noticeable in their first stage or two... When looking at your HA base (Click!) I see a little pink mark on the inside of the left breast... It looks suspiciously like the first stage of the 2011 strain called Naughty Nip.
Dolly Deadful, most definitely. Here's your HA base if you are interested: Click!
SubetaLodge has all the strains from previous years listed on their Great Pandemic Overlays page if you'd like to look through them.