I always get Arcane boots + urn + stick + aghanim + refresher. Maybe a Bracer -> Jango if too squishy, or Ghost spec if against massive physical dmg dealers.
This will leave you maybe a bit squishy, and deaths will occur. But on the other hand, why make a mobile Zeus, when the hero does not need mobility, hes a bit like Sniper - stay out of trouble, nuke from a far, try to use as much of your mana as you can before dying (sniper should use as much bullets as he can before dying
Dagon is useless because you need to get to close range (which isnt a good idea during mid to late game) and bloodstone is just a waste to Zeus (since you dont need kills, or mana regene or hp regene that much).