At the end of the Pakistan-England Test at Rawalpindi, a few new records were set for the most runs conceded.
We first look at Most runs conceded in an innings on debut:

Zahid Mahmood now holds this unwanted record, which he took over from S Randiv of Sri Lanka who had done this against India in 2010
Also the Most runs conceded in an innings:

The record still remains with LO Fleetwood-Smith of Australia against England in 1938 (which included a score of 903/7 with 364 by Hutton). Zahid Mahmood is 9th on this list.
Not sure how long he will play for Pakistan. See this:
https://www.espncricinfo.com/player/zahid-mahmood-433614
Now let us see about Most runs conceded in a match on debut:

Here, Zahid Mahmood is second only to JJ Krezja, who took 12-358 (8-215 and 4-143) against India in 2008. This was not an auspicious beginning as he played only one more Test after this.
https://www.espncricinfo.com/player/jason-krejza-6235
As for Most runs conceded in a match:

This is headed by OC Scott’s 9-374 against England in 1930. This included 5-266 (in 849) and 4-108 (in 272/9 dec).
https://www.espncricinfo.com/player/tommy-scott-52925
Krezja is 2nd, and Zahid Mahmood 3rd in this overall list.
Mahmood took 4-235 (in 657) and 2-84 in (264/7 dec).