I wouldn't go all-in on the greek pantheon.
It's always seemed to me like it was just a theme they ran with after they went with Hades being the true identity of Emet. Hades of course being a reoccurring Final Fantasy boss/summon, carrying on the theme of final bosses being notable classic FF characters. Ultima, KotR, Shinryu and Hades. Fanservice trumps all else.
Gaia of course has similar Final Fantasy precedence.
And then the combo is broken by Hythlodeus, greek inspired but not a greek god, entirely fictional.
And again by Venat, not a greek god, but a reference to FF12, just like the titles of the Fourteen.
So I would say that Final Fantasy precedence probably outweighs adherence to actual pantheon gods.
Hence my suggestion of:
Gerun. Related to Venat as leader of the Occuria in 12, and in their limited FF14 lore already, they're implied to be some kind of guiding figure who was around during the first astral era.
Not least, Zeus has well established lightning related powers. So if anything, it's probably the 'true name' of whoever became Rhalgr. Like how we've had a hint at the true identities of Althyk and Nymeia.