Those are 2 Spectre-level foes.
Though Zor is a GA spectre foe, he also has local reality warping abilities, id put him around or above Zeus but definitely below Odin.
Azmodus on the other hand is more powerful than either, he's faced the Spectre four times i believe, though the Spectre is more powerful generally speaking, Azmodus beat him once and was gaining the advantage another time; and would have beaten the spectre if not for external help.
So, Azmodus > Odin
Zor > or = Zeus.
Pretty one sided, imo.