Most people who know of the name Zagreus know of him in relation to Dionysus - a version of him that was torn to pieces as a baby by the titans in the Orphic mysteries. Dionysus was born again with his new name as a twice-born god.
But he was actually a proto-Greek deity of ancient Crete (the Minoans), a primary god who caught live animals in traps to render and consume raw. His first mention in Greek literature was as the highest of all gods, and later was equated with both Zeus and Hades.
It is hard to say much more, because a lot of my information is experiential to the point that the lore and my own interactions have bled together. Also because a lot of it is theoretical due to the lack of translated primary documents.
So it would take me a bit of research to source this in lore, but I tend to link Zagreus with the myths of the Minotaur, and Ariadne, as well as Britomartis. Labyrinths, and figs; wildness, and walking the borders of madness. Masks, and maybe most of all - zoe, a word that is an etymological root for his name and relates to life.