I just wanted to update!
Since my son has started crawling, Zeus shows no signs of nervousness around him at all. He loves being followed around and will constantly try to lick my son. It was challenging having a dog when my son was a newborn but I am definitely seeing the payoffs now that they are interacting. Of course we are teaching my son to be gentle and they are never left unattended.
We are still working on his issues while out on walks- a work in progress!