OK, when you get a string from someone, sometimes it will have a carry pet option. It picks whatever pet is next on the level queue, and chooses appropriate level.
They look like the blue up arrows in this image h ttps://i.imgur.com/0NrPU8t.png
How can I add those, or edit existing ones? I don’t see an option for them anywhere
Thanks 
It’s been a while, but I think dragging a pet to a slot from the leveling queue instead of the collection list will make it a “level pet” slot. Then once you save the team you can right click it and edit the leveling preferences.
Just right clicking one of the three team panels will give you an option to make it a leveling pet slot.
As Grarn says, to define a leveling slot, right-click one of the three loaded pet slots and choose ‘Put Leveling Pet Here’ from the menu. When you save the team it will put a blue arrow in that slot in the team list to show leveling pets will go there. If you don’t see ‘Put Leveling Pet Here’, make sure it’s one of the 3 main slots and not from a team list. (It used to be possible to do that from the team list but it was dropped during the recent rebuilding of the lists to solve Mac crash issues.)
Rhosaleen is also correct in that it’s been that way in the past, but it’s not that way any more. It used to be that the queue drove the leveling slot, but now it’s kind of the other way around.
If you have an existing string and want to replace a pet with a leveling slot before importing, “ZL” is the leveling pet code. But it may be easier to load the team, change it to a leveling slot and save it.
First setup and save your team ensuring you have selected and flagged a slot for leveling as described above.
then,
Find the team in your team tabs
Right click on that team and select ‘leveling preferences’
many thanks to everyone that replied, helpful stuff