Zeal only effects the recruitment numbers for crusades/jihads, as the Orthodox don't have crusades/jihads then they don't need zeal and as such don't benefit from it. I have seen people mention that zeal affects the happiness of a province. AFAIK it doesn't. Piety does if mismatched with the owning faction and further if mismatched with the governor.

By "mismatched" I mean piety values that aren't close. A province with 90% muslim piety would be unhappy under a catholic faction and even more unhappy if assigned a high piety catholic governor. This can be offset somewhat by finding an impious or very low piety general to govern the province. If this general has some dread than that's even more of a bonus as that will also offset the unhappiness.

Someone posted some time ago that either catholic percentage or zeal in an orthodox province effects the amount looted by a crusade if it passes through. This sounds feasible but I haven't tested it so can't confirm.