Steel wool and Oxygen (Fire)
Steel wool is mostly iron (Fe) and oxygen cannot be seen but it is used during heating or burning of substances. When iron is burned, it reacts with oxygen in the air to form iron oxide (FeO2). This reaction releases heat. When the steel wool is heated, a new substance is created. The mass of steel wool (product) is increased. This is a chemical change/reaction because the steel wool changes to iron oxide, and mass is not conserved.
Egg and heat
An egg is a liquid substance which consists of colorless substance and yellow yolk. Heat is not seen but produced by the heat source. When the egg is heated, it becomes a solid. The mass of the egg is not changed, it remains the same, the only difference is that it changes from being a liquid to solid. Only a physical change occurred.
Water and heat
Water (I will assume it is in its liquid state) is liquid and heat is the source of energy, it cannot be seen but is implied by the heat source which can be a stove in this case. When liquid water is heated, its state is changed to vapor or gas. The mass of the water remains the same, thus mass is conserved because this is a physical reaction or change.
Zinc and hydrogen Chloride
Zinc is a brittle metal at room temperature and has a silver-greyish appearance. Hydrogen Chloride is a colourless gas at room temperature. When zinc reacts with hydrochloric acid (hydrogen chloride), the metal displaces the hydrogen to form zinc chloride. This is a chemical reaction since zinc increases in mass, thus mass is not conserved.
Sodium hydroxide and Copper sulfate
Sodium hydroxide is a white solid and copper sulfate is a blue solid. When sodium hydroxide reacts with copper sulfate a blue precipitate of copper hydroxide is formed. This is a chemical reaction, thus the mass of one of the reactants will be larger in products. However, mass is conserved if all products are observed/calculated.