[Xperia Z3 General] arikdahn:
1) Rooted via Kingroot app on Google Play. Run rootchecker after it's done its business to make sure. DO NOTHING ELSE IN THE APP. Doing so may prevent SuperSU from kicking its ass later.

2) Downloaded and upacked to desktop the file for Xperia Z3 from here: You mean extract? (unpack)

Z3-lockeddualrecovery2.8.26.-RELEASE.combined.zip

3) Disabled antivirus

4) Installed USB drivers via Windows 7 plug-n-play. Unplug phone. This happens automatically once I connect my xperia correct? <--- Yep.

5) Downloaded SuperSU recovery flashable zip from here:

6) Ran install.bat from extracted ZXDualRecovery zip

7) Enabled developer options in phone, enabled USB debugging, revoked USB devices, rebooted phone, plug in phone.

8) Connect Phone, wait for device to register in windows.

9) Okayed communication from PC.

10) Place in USB Install Mode on phone. I do not see install mode in the "connections mode" when I connect the USB

11) Choose option 2 to install to device rooted by SuperUser. Kingroot has blocked option 1 (old method)

12) Enter TWRP (Automatic) and go to Backup, check all boxes, create Nandroid by sliding the slider What is TWRP, where would I see it? <-ZX Dual recovery is 2 recoveries, Philz (clockwork mod) and TWRP. I no longer have this phone but I think you hold one direction on the volume rocker to boot to into one of the recoveries and the other direction for the other. Otherwise there is a NDR app I believe that came with the ZX Dual Recovery that lets you boot into them there. If I recall though, it automatically boots you into a recovery after running the install.bin file If not, you'll want to go ahead and boot into TWRP and make a backup. This is located under Backups, slide the slider to create a backup..

13) Reboot, ensure phone boots. Put SuperSU.zip on the external flash drive. Do you mean the SD card? Can I put it on the internal memory? Go to your new App: NDR Utils. Choose TWRP as Primary Recovery. Choose Reboot to Primary recovery. You can put it anywhere you want.

14) Flash zip for SuperSU. DO NOTHING ELSE. Do not wipe cache, do not fix permissions. Click REBOOT. What do you mean by flash, do I need to download some other software than what I already downloaded from this post? By flash, I mean go to "Install" and "install zip file" in TWRP. It will ask if you're sure. Slide the slider to tell it you're sure. When it's done, back out to the TWRP home screen and click reboot device.

15) Launch SuperSU App. Attempt to update Binaries. It will not, but it will detect Kingroot, and somehow can get rid of it itself using onboard capabilities. It will do so and update binaries.

16) Reboot (Automatic via SuperSU)

17) Check to make sure SuperSU binaries installed by launching the app. How do I check this and where?

18) Reboot to recovery using the steps from step 13) above. What buttons do I press to do this Use the NDR Utils app installed by XZDualRecovery> Choose TWRP > Choose Reboot to Primary Recovery

19) Create another backup using step 12) above

20) Reboot and DONE.

Keep in mind these are older instructions. The links may be broken and Kingroot is steadily upgrading. You may have to do some tinkering to get SuperSU to "win" against it. The SU apps are not mutually exclusive.