Players can't hear the Zeus talking in direct channel. (Attach to)

For players to hear the Zeus talking in direct channel, the Zeus (player model of the Zeus) needs to be close to the players that should hear him/her.
This might come into play when the Zeus is taking over an AI unit to interact with the players.

What you can do:

Teleport the Zeus player model next to / on top of the AI you are going to control.
Select the attach to module. Attach the player model of the Zeus to the AI.

Now, when you remote control the AI and walk around. The player model of the Zeus will stay with you and the players can hear you talk.

I would highly advise making the zeus invincible and invisible. That way it doesn’t affect the immersion too much, and if someone decides to shoot just past or at said character they wont end up killing the zeus and locking you out of zeusing for a short period of time.