Fey Spirit. Zeus is defined as a fey spirit and cannot physically be killed unless while he is recovering in the spirit realm.

If Zeus dies he will return to the spirit realm and recover for 1d4 days before returning to your side. 

 Keen Senses. Zeus have advantage on perception checks to smell and hear. 

Multiattack. One claw and one bite attack.

Pounce. If the lion moves 20 feet straight toward a creature and then hits with a claws attack on the same turn, the target must succeed on a DC 15 strenght saving throw or be knocked prone. If the target is prone, the lion can make one bite attack against it as a bonus action. 

Bite. Melee Weapon Attack: +5 to hit, reach 5ft., Hit: 8 (1d6 + 5) Piercing damage. 

Claw. RangedWeapon Attack: +5 to hit, range 10ft ft.. Hit: 10 (2d4 + 5) Piercing damage.

Attack of opportunity,