Zeus's Thunderbolt: This name evokes Zeus's power and the protective nature of the character. It suggests a strength tempered by wit.

Aegis-bearer: The Aegis was Zeus's shield, symbolizing protection and authority. This name highlights the character's loyalty and protective instincts.

Cloud-Splitter's Son/Daughter: A more descriptive name referencing Zeus's control over the sky and storms. The "Son/Daughter" addition allows for gender customization.

Olympian's Shield: This name directly links the character to Olympus and emphasizes their protective role. The alliteration adds a pleasing sound.

Zeus's Wit: This name focuses on the character's witty personality while still maintaining a connection to their godly parent.

Lightning-Fast Protector: This name combines the speed associated with Zeus and the character's protective nature. It's a more action-oriented name.

Son/Daughter of the Sky Father: A more formal and traditional name, emphasizing the character's lineage and godly heritage.

Storm-Born Loyal: This name suggests a powerful and loyal character born from a stormy, Zeus-like environment.

Jupiter's Legacy: Using the Roman equivalent of Zeus, this name hints at a powerful legacy and the weight of expectation.

Eagle-Eyed Guardian: The eagle is a symbol associated with Zeus, and this name emphasizes the character's watchful and protective qualities. It also incorporates the witty aspect through the cleverness implied in keen observation.

These are just a few examples, and the best name will depend on the specific nuances of the character you have in mind. Consider adding a surname that complements the chosen name, perhaps reflecting a location or family history.