That could be an issue with your sequencing software setup. Set the Zeus to universe 1 and set the starting address to 1, set the jumper in program mode, power it up and give ita few seconds and then press the send button on the config utility. I was not involved in the design of the Zeus but it appears that in order for you to configure it, you need to give it a few seconds to configure itself so each processor knows which one it is. Hopefully you will see the strings start flashing in a few seconds. After that, power the Zeus down and move the jumper into the run (single pin) mode and power it back up. Then, without changing anything (leave it on universe 1) run a test using channel 1 to whatever and see if the Zeus responds. If not, then you have some issus that need further exploration. If it does, then move the jumpers to universe 2 and run you test again using the higher channels. If it doesn't work there, then your issue is more likely in the sequncing sofware configuration. You could also try another cat5 cable between the zeus and the dongle.
Of course, make sure that you are NOT connecting the zeus to one of the hub outputs other than the PixelNet output and that you are using an ETD and not the USB dongle which is only capable of 1 Pixelnet universe. For this testing, the zeus should be directly connected to the dongle output and make sure that you are NOT using a crossover cable here. It will not hurt the unit but it won't work either.