Responses
Well, if you know Greek mythology it's pretty obvious. Zagreus was son of Hades and Persephone (in some versions Zeus and Persephone which author used for the drama here) that was killed and then reborn as Dionysus
Rather than the son of zeus, I think he's the son of Hades ( God of the underworld). And the woman who talked to him at chapter 39 is his grandma (his mother's mother)