[matese]

Welcome to YT
Before any advice / suggestions can be given we need to know if both dogs have been neutered and how long you have had Zeus.
I can't offer up much advice or suggestions, I have only had females that I raised as pups. The only alpha in my pack of 3 was me.
My girls killed every toy I ever bought them. If it was a latex squeaky toy, the squeaker was out with-in 15 minutes, if it was a stuffed toy it was ripped apart in mear minutes with stuffing throughout the house. The only thing they couldn't kill were balls, needles to say they had all size balls. It's not unusual for a yorkie to destroy any or all toys.
Keep in mind this poor baby was in several shelters before coming to you, he's insecure and more than likely reason he is so clingy.
Not knowing how long you have Zues I would not wait too long to seek help, Sammy's personality is now changing, before long they will be fighting each other. I have a male 12 pound yorkie, they can cause a lot of damage to each other if they get into a fight.
In my opinion a behaviorist is the route I would take to get Zeus under control.
I would not take this dog to obedience classes, he is beyond that.
Hopefully other members that may have had issues such as yours will chime in with suggestions / advise.