Army of the Dead's king daddy Alpha Zombie, Zeus, has a mysterious origin that may or may not involve aliens, but a few more details about what happened to him have been revealed. Army of the Dead isn't just Zack Snyder's return to the zombie genre after 15 years, but also his first original movie in almost a decade, meaning the characters in the movie are a complete mystery other than what Snyder put in the movie or explained in an interview.
A few things have already been confirmed about Zeus' backstory, including the fact that he comes from the military and his name was Richards (convenient, given he's portrayed by Richard Cetrone), but the movie doesn't say much about his actual origin. Snyder has teased a variety of options, but hasn't been explicit about where Zeus comes from, other than indicating audiences can expect a much more complete answer in the Army of the Dead : Lost Vegas animated prequel series.
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However, thanks to the book Army of the Dead: A Film by Zack Snyder: The Making of the Film by Peter Aperlo, a few more details have been revealed for some of the characters, including Zeus. While it isn't anything highly unexpected, it does provide solid confirmation for how he came to be: "Zeus' origin takes place off-screen, but it comes about as the result of a military experiment gone terribly wrong. An unfortunate highway accident while he is being transported out of Area 51 then unleashes him on an unsuspecting Vegas."
The theory that Zeus is the product of a military experiment is one of the most popular and seems fairly obvious given the clues presented in the movie, but Snyder has been somewhat coy, even downplaying the idea that a military experiment is fully at fault, indicating there may still be something more to be revealed about the true nature of Richards' infection and transformation into Zeus. So, while reveal this doesn't answer the full extent of Snyder's teases, it does state in no uncertain terms that a military experiment was responsible, ruling out alien abduction and a number of other theories.
The military wasn't done with the zombies after Zeus escaped, as shown by Martin stealing the head of the zombie Queen so they could use it for experiments, possibly including the creation of their own army of zombies, as well as additional teases from Snyder that the robot zombies glimpsed in some scenes may have been there as some kind of government surveillance. Since Vanderohe is replacing Zeus as the new Alpha at the end of the movie, the story of Richards is done, but the full conspiracy full of aliens and military experiments will hopefully be revealed in a sequel after Army of the Dead's strong streaming performance.