Try to stay out of his line of sight, and find where he will teleport back to so you can surprise him. Be prepared to hide quickly, because you can die very quickly to him. Try to pair up with others to minimize dmg taken and to kill him quickly.
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.