you quoted exactly the points I think and expect from Zegion, he never had the opportunity to act because he is trapped in the labyrinth and his job is to be the strongest and protect the labyrinth, but I don't think leaving him outside the maze would improve anything, outside of fights Zegion has always been described as a quiet guy who only speaks when necessary, his conversations with Rimuru are words that someone blindly loyal would say and... just, but as Community said, Zelanus is the perfect being to cause something in Zegion and I don't see anyone else besides him being able to do something for Zegion's character, his backstory wasn't very detailed so I think if Fuse wants to, he can do something interesting
On the other hand, I also love to see Zegion fighting so I want to see who will be the next victim to be raped
One thing Fuse is terrible at is making it clear how strong each character is, I was looking on reddit and it seems that I'm not the only one who thinks this way, but Fuse breaks the rules he creates himself very quickly, he creates very interesting concepts like digital lifeform for example, and then just shows that whatever they can do, a spiritual lifeform can too, besides that from Michael he started to push a little with that of "character has more experience" or "character is more skilled", honestly it's something that's confusing, but it wouldn't be confusing if he followed the very concepts he created, I can put this aside because I still love the work in general and appreciate many positives, but I wanted Fuse to adjust this in LN