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Zeus II was king of the Olympians in the Strange World. He built the Labyrinth of Eternal Memory for his son Hercules II, but the effort drove him insane. Years later, Hercules II, now the Sovereign poisoned him with Hind's Blood in order to force Aphrodite II to marry him so he could replace Zeus II as king of the gods. Since anyone who is injured or dies in the Strange Reality affects their counterpart in our universe in the same way and vice-versa, Zeus was also dying. Luckily, Iolaus and the rebels were able to stop the Sovereign before either Zeus was killed.
However it is likely that he died when his counterpart was killed by Hercules.