Avoid relying on your turrets as a "Retaliation" Zhin has the ability to use your Turrets to get free Health from his "Perfect Block" card and can use Counter's Damage to kill you quickly. Consider picking up "Tinkerin" so you can fight, not feed.
When you see Zhin is an Opponent, Look at his Legendary. If he isn't using Retaliation, Feel free to shoot his counter from a distance as he will only have one block. Never Shoot a Retaliation Zhin though as most Heal from it... A LOT!
Avoid Ulting Zhin as his counter will waste it and heal him depending on the cards in his Loadout.
If you must Ult him, do it right after you see him finish using counter so he cant block it. He can still billow but he wont kill you or heal from it.
As one of Lex's opponents, remember that if you kill Lex he will spawn with you as his target. you will also be at a streak of at least one with will give Lex an incentive to get revenge for more credits.