When following the formal English rule of Reverential Capitals, any reference to God Almighty is capitalized, as are equivalent non-Christian entities such as “Allah” or the neo-pagan “Goddess” (and various similar entities from fiction, like the Creator from Robert Jordan’s Wheel of Time.)
Does the rule extend as well to polytheistic deities of infinite character? If discussing a variation of Greek gods where each deity has infinite and omnipresent control over their particular sphere of influence, would pronouns be capitalized when they wouldn’t otherwise be?
Zeus controls lightning. Do not anger Him.
Zeus controls lightning. Do not anger him.
(Assume, of course, that reverential capitals are otherwise used, as in “Jesus and His apostles.”)
No, only monotheistic gods are capitalised by those who adhere to this convention, not Zeus or other dieties.
…but the other gods were gathered together in the halls of Olympian Zeus. Among them the father of gods and men was first to speak, for in his heart he thought of noble Aegisthus,  whom far-famed Orestes, Agamemnon’s son, had slain. Thinking on him he spoke among the immortals, and said: …
The exception ought to be Cerberus.