Yeah I understand that WoS is the most seemless, but like to advocate for more users to use alternatives, especially for those users, who have been active longer.
To answer your question: Using Zeus does not automatically make your wallet non-custodial. Only if you have the Alby browser extension linked to your own node, the it will be non-custodial.
Using Zeus basically simplifies zapping, when you’re using nostr on your mobile device.