Are pronouns for non-universal divines (such as "Zeus") capitalized?

Solution 1:

No, only monotheistic gods are capitalised by those who adhere to this convention, not Zeus or other dieties.

...but the other gods were gathered together in the halls of Olympian Zeus. Among them the father of gods and men was first to speak, for in his heart he thought of noble Aegisthus, [30] whom far-famed Orestes, Agamemnon's son, had slain. Thinking on him he spoke among the immortals, and said: ...

— Odyssey I, ca. 27–31 (translation by A.T. Murray, 1919).

The exception ought to be Cerberus.

Solution 2:

It's a common misconception that, according to some standardized rule in the English language, references to the Christian deity --- or various other divine beings --- should be capitalized. English does have a standard rule about capitalizing proper nouns.

Capitalized, because they're proper nouns:

We should get Mother a birthday present.

We should sacrifice an unblemished calf to God.

Not capitalized:

My mother is a librarian.

The practice of capitalizing references to deities, when not proper nouns, is not standardized.

For our heart shall reioyce in him: because we haue trusted in his holy name. -- King James Bible (1611), Psalms 33:21

For in Him doth our heart rejoice, For in His holy name we have trusted. -- Young's Literal Translation (1862)

For our heart rejoices in him, because we have trusted in his holy name. -- World English Bible (1997)

As you can see from the dates of the three examples, this practice of adding extra capitalization out of respect, called reverential capitalization, was something that gained popularity in the 19th century and later became less popular. The historical sequence is something like this. The original holy texts of Judaism and Christianity were written in languages that didn't have a distinction between capital and lowercase letters. When early English translations of the Bible such as Tyndale's were made, English rules of spelling and capitalization weren't standardized. In the 17th and 18th centuries, people started capitalizing all nouns in English (see Capitalisation of nouns in English in the 17th and 18th centuries ). Later this convention was abandoned, and one of the people who was influential in this was Benjamin Blayney, who produced a 1769 edition of the King James Bible in which nouns were not capitalized. (Blayney may have done this simply to save space on the page. See Gordon Campbell, Bible: The Story of the King James Version 1611-2011.) Now that nouns were no longer being capitalized in general, it occurred to some people in the 19th century that the Christian deity would be gratified if we would give him back the capital letters that other nouns no longer enjoyed. This practice then fell out of favor in bibles, but remained enshrined in various style manuals and house styles.

In summary, reverential capitals have no strong historical basis in English, have never been standardized, and are optional. Plenty of people who believe strongly in their religions feel no need to demonstrate it by using capitals in phrases such as "in His holy name." These capitals are distracting to the reader, and should be avoided. If you worship Odin, and you think He will be gratified by capital letters in words referring to Him, feel free to do so, but there is no standard rule requiring you to do so.

As an example of a modern style, the Chicago Manual of Style, 15e, says that Astarte, Freyja, and Mithra deserve capitalization simply because they're proper nouns, while pronouns referring to the Christian God and Jesus do not:

They prayed to God that he would deliver them. -- Chicago Manual of Style, 15e, 8.102

This makes sense in a multicultural society, where it would would come across as chauvinistic if we gave the Lamb of God His reverential capital but told Freya that She didn't deserve one. The Associated Press Stylebook also says not to capitalize the pronouns. The US Government Printing Office Style Manual says to capitalize pronouns like Him, but not to capitalize himself. These examples show that there is no standard rule in English about whether to use reverential capitals.

Some confusion may result from the fact that in a monotheistic religion, you can have "God" as a proper noun (praise God) or "god" as a common noun (gods of silver, or gods of gold). In a polytheistic context, there is no way that it could ever be a proper noun, since it's not the name of a specific being. This may leave people with the impression that there is a standard rule in English that for purposes of capitalization we should treat the deities of some religions in one way and the deities of other religions in a different way. The only standard rule at work here is that we capitalize proper nouns.