It’s a bunk claim. Jesus is not a native Latin name, but a transliteration of the Greek name Iesous, which is itself a transliteration of a Hebrew name. Jesus doesn’t even follow a native Latin declension but imitates the inflection of the Greek word.
It doesn’t sound like “Hey, Zeus” either. It is Yee-soos or Yeh-soos (depending on your pronunciation. In Latin, it’s all “Yeh-soos.” The Greek work Zeus is pronounced “Zdeh-us” (or “Dzeh-us,” depending on who you ask). You can see that soos and zdehus are two very different sounds.
Here’s an example of someone who is making the claim your friend made.
hiddenbible.com/jesuszeus/jesuszeus.html
You can see plenty other examples of idiocy here. Among his many dubious quotations, he says, “It is known that the Greek name endings with sus, seus, and sous which are phonetic pronunciations for the chief Greek god of Olympus - were attached by the Greeks to names and geographical areas as means to give honour to their supreme deity, Zeus.” And later on, he says, “Tarsus means Sweat of Zeus… Dionysus means the Son of Zeus …” As stated, above sus is not even close to a phonetic pronunciation of Zeus. The etymology given is completely fictitious as well. Tarsus is not from Greek at all. It is named after a
Hittite god, Tar. The name Dionysius is related to Zeus, but he gets it completely backwards. It is the first syllable, Dio, that is connected to Zeus, not nysus.