Is this a case where orders of magnitude aren't so important and absolute numbers are? I'm not sure how to even assign probabilities here, but let's say we assign Baduhenna 0.0001% chance of existing, and Gleep 0.00000000000001%. That makes Baduhenna several orders of magnitude more likely than Gleep, but she's still down in the noise below which we can reliably reason. For all practical purposes, Baduhenna and Gleep have the same likelihood of existing. I.e. the possibility of Baduhenna makes no more or less impact on my choices or anything else I believe in than does the possibility of Gleep.

Because the probability of there being a myth about Zeus, given that Zeus exists, is orders of magnitude higher than the probability of there being a myth about Zeus, given that he does not exist?

This seems obviously empirically false. Pick something that everyone agrees is made up- there are way more stories about cthulu than there are stories about any random person who happens to exist.

One of my kids more readily knows Paul Bunyan and John Henry than any US president. The fiction section of the library is substantially larger than the non-fiction. Probability that A exists, given that A is in a story seems very, very small.

Because the probability of there being a myth about Zeus, given that Zeus exists, is orders of magnitude higher than the probability of there being a myth about Zeus, given that he does not exist?

Given that the myths about Zeus attribute vast supernatural properties to him, and we now know better than to believe in any such stuff (we don't need Zeus to explain thunder and lightning), the myths are evidence against his existence. For the ancient Greeks, of course, it was not so, but the question is being posed here and now.

Also, myths are generally told more of imaginary entities than real ones, not less. Myths are all that imaginary creatures have going for them. How many myths are there about Pope Francis? I expect there are some unfounded stories going around among the devout, but nothing on the scale of Greek mythology. So no, P(myths about Zeus|Zeus is real) is not larger, but smaller than P(myths about Zeus|Zeus is imaginary).

On the other hand, it is larger than P(myths about Zeus|no such entity has even been imagined). The latter is indistinguishable from zero -- to have a myth about an entity implies that that entity has been imagined. So we can conclude from the existence of myths that Zeus has been imagined. I'm fine with that.

I'm decently calibrated on the credence game and have made plenty of prediction book predictions.

You cannot use the credence game to validate your estimation of probabilities of one-off situations down at the 10^-18 level. You will never see Zeus or any similar entity.

The idea of Bayesianism that it's good to boil down your beliefs to probability numbers.

I am familiar with the concept. The idea is also that it's no good pulling numbers out of thin air. Bayesian reasoning is about (1) doing certain calculations with probabilities and evidence -- by which I mean numerical calculations with numbers that are not made up -- and (2) where numerical calculation is not possible, using the ideas as a heuristic background and toolbox. Assigning 10^-bignum to Zeus existing confuses the two.

Look! My office walls are white! I must increase my estimated probability of crows being bright pink from 10^-18 to 10^-15! No, I don't think I shall.

Earlier you wrote:

The central reason to believe that Zeus doesn't exist are weak priors.

The central reason to believe that Zeus doesn't exist is the general arguments against the existence of gods and similar entities. We don't see them acting in the world. We know what thunder and lightning are and have no reason to attribute them to Zeus. Our disbelief arose after we already knew about the myths, so the thought experiment is ill-posed. "The fact that there are myths about Zeus is evidence that Zeus exists" is a pretty slogan but does not actually make any sense. Sense nowadays, that is. Of course the ancient Greeks were brought up on such tales and I assume believed in their pantheon as much as the believers of any other religion do in theirs. But the thought experiment is being posed today, addressed to people today, and you claim to have updated -- from what prior state? -- from 10^-18 to 10^-15.

There really no point discussing Zeus further if

There really no point discussing Zeus, period.