I'm not sure, but I think the Eternals were intended to be comparable to a pantheon in Marvel standards. So Zuras should be skyfather-level. As for Zeus being weaker than Odin, he gets less page time than the Allfather and has fewer feats and opportunities to demonstrate power. Not to mention that Odin is the main skyfather of the MU, so the fact is that Zeus will never get the respect that the mythological character deserves. Thanos IIRC is above heralds but below skyfathers. If Zuras really is skyfather-class, he won't have too much trouble with Thanos.