Interesting. A few notes from myself, based on my own personal experience( Although I am probably not as experienced as you, so please, feel free to warn me if anything I am saiyng is bullshit. )
When vs Egyptians: A lot of players, ESPECIALLY Ra players, will like using a obnoxious, Camelry/Chariot Archer combo on the Heroic Age. Zeus simply offers few, if any, "hard counters" to this combo. Promodoros comes close, though their fraility compared to most cavalry will still be a issue and they dont counter Camelry quite as well as they counter most cavalry.
So, the best counter to this combo is by simply getting out of your way to pressure your opponent into doing something else. Make sure your gathering places are properly walled and defended: The point of doing so would be to pressure the opponent to begin bringing siege along. Now, Siege Towers are great at their job, but since "Siege" and "Hit and run" tactics dont go together, odds are your opponent will thus not be doing the annoiyng Camelry/Chariot Archers antics I mentioned before
Alternatively, you can simply try appliyng offensive pressure with Hoplites. It is true Hoplites are easily countered by Axeman, but that will be okay here. The point of the Hoplites wont be as much to "win" but to force the opponent into the defensive. The previously mentioned Camelry/Chariot Archer combo is one that relies on the Ra player being on the offensive, after all. Normally, Chariot Archers effortleessly counter Hoplites, but their hit-and-run antics just arent as usefull when the Hoplites are already wondering around the base, chasing down villagers, and on these cases you kinda need the Axeman to kill then faster.
vs The Atlanteans: Actually, I wouldnt rely too much on Myrmidons when plaiyng against the Atlanteans because, on the Mythic Age, Fanatics are actually a bit superior to then. If you do use Myrmidons against the Atlanteans, I recommend mixing up some Hypapsists. It would probably be overkill against any of the other civs, but against the Atlanteans, it is good to do that just in case.
vs The Norse: This is one of those matchups where, if things get to the Mythical Age, I would almost always pick Hera, and this despite being a huge sucker for Hephestus. Lightning Storm is a excellent way to soften a incoming Ragnarock army, as you mentioned before( Not to mention a great god power altogether that is usefull both offensivelly and defensivelly ), and the Medusa, if sufficiently well micromanaged, can theoretically embarass several of the otherwise most threatening units on a Norse army, such as Giants and Jarls.
However, if you do, a important warning is not to trust on the Medusas too much, as they have a hard counter of their own on Ballistae. Also, if outnumbered, or if( Yes. I know how embarassing this sounds, but this happens ) you get distracted and accidentally let then waste their special attack against weaker support units, Medusai will become very vulnerable to Jarls and Fire Giants until it recharges. Still, it should be a more usefull myth unit, when against the Norse, then the Colossus. The Colossus is fearsome on paper( And frequently on pratice too ), but it is rather vulnerable to mass Hersirs and you probably dont need that much sieging potential against the Norse anyway.
Centaurs are also another great counter for Giants, and I usually prefer picking Hermes on these matchups for that alone, though there are probably circunstances where you may prefer to choose Athena.[This message has been edited by Draco_Wolfgand (edited 12-14-2019 @ 08:40 AM).]