I don't have any Zeus specific advice since I haven't owned one, but first thing is don't give up hope.
Order I'd troubleshoot is:
1) Unplug any SCSI devices see if you can get to early startup menu and if see if the Zeus shows up under autoconfig, the memory should maybe even the SCSI
2) Depending on how much RAM you have on it, go down to one set of 4 SIMMs. Test with a different set if you have 8 or more. I think it requires at least 4 working SIMMs to function.
3) Is the 040 socketed? If so swapping it should be an option.
4) Maybe this is obvious but maybe not, if your A2000 is on the original power supply maybe it's not up to snuff to power the Zeus. I have this with my A2000 that it requires some warm up time before it wants to boot some days. Best thing is to check with a Multimeter
5) Find an A2000 to test it with, I thought there was a largish Amiga club out that way the name of which is escaping me at the moment, there must be someone around with a working A2000.
6) If something on the board has truly fried, you're not totally out of luck at least the memory and SCSI controllers are off the shelf parts, so they could be replaced. Probably not so for the 17 PLDs on that board, any of which might have fried. Maybe the Zeus ROMs are available somewhere.
7) This should have been #1 but clean the edge connector with Isopropyl Alcohol, if you haven't done this lately or in a decade or so you will be surprised how much grime comes off on a piece of alcohol soaked paper towel.
