It may sound very trivial, but when Zhin enters his counter stance, stop attacking him immediatly, or, if you play an area damage champion, try to aim for his back or sides!
Zhin's counter stance will allow him to counter ANY offensive ultimate especially with the counter legendary card. It can even counter torvald's hyper beam, Every hit of Makoa's Ancient rage or any damage ultimate you can think about. Tread lightly
Try to burst Zhin. When he uses Counter, run to a safe distance, then open fire like hell. Additionally, his attacks are very inconsistent, so if you are a character with a burst type weapon, you will usually win.
When Zhin has his Counter stance up, take the time to reload your weapon, switch targets for a moment, or escape if needed , as you'll be hard-pressed to damage him while he's Countering.
Don't feed a Zhin's counter when he has the counter legendary! Treat it like Androxus' reversal, but one that can be done twice in a row. When you see a Zhin in counter stance go for one of his other teammates instead.