Neutron-diffraction studies on modulated Rb2ZnBr4, carried out under hydrostatic pressure, revealed two new commensurate phases characterized by wave vectors q = 2/7b* and q = 1/4b*, respectively. The first order phase transition between them is revealed by the coexistence of two distinct peaks in the diffraction pattern. The observed pressure-temperature phase diagram contains: the above-mentioned phases, the ferroelectric commensurate phase q = 1/3, and a region characterized by wave-vector values in the interval q = 2/7-1/3. In this region the modulation wave vector exhibits stepwise behavior as a function of pressure, but remains nearly constant iii temperature runs. We have found in this region a characteristic memory effect in which two temperature runs performed at the same pressure lead to two different modulation wave-vector values, while only the thermal history of the sample is different in the two runs. At ambient pressure we confirm the presence of a multipeaked diffraction pattern just above the lock-in transition to the commensurate q = 1/3 phase. At 122 K the phase transition from the 1/3 phase to the 1/4 phase is detected in pressure scans. The transition mechanism involves the q = 2/7 phase, at least as a metastable intermediate phase.