Polyphemus is not afraid of Zeus and claims he is stronger than the gods.

'...But since we’ve chanced on you, we’re at your knees
in hopes of a warm welcome, even a guest-gift,
the sort that hosts give strangers. That’s the custom.
Respect the gods, my friend. We’re suppliants—at your mercy!
Zeus of the Strangers guards all guests and suppliants:
strangers are sacred —Zeus will avenge their rights!'

‘Stranger,’ he grumbled back from his brutal heart,
‘you must be a fool, stranger, or come from nowhere,
telling me to fear the gods or avoid their wrath!
We Cyclops never blink at Zeus and Zeus’s shield
of storm and thunder, or any other blessed god —
we’ve got more force by far.
I’d never spare you in fear of Zeus’s hatred,
you or your comrades here, unless I had the urge.
But tell me, where did you moor your sturdy ship
when you arrived? Up the coast or close in?
I’d just like to know.’

The Odyssey, Book 9, Translated by Robert Fagles.