Zhin attacks slowly and his third hit in his attack chain is easily his scariest. His first two attacks deal about 450, where the third deals 700. While not taking damage at all is priority, avoiding that last hit is the most important when fighting.
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.
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.