no you dont have to max zeal about lvl 4-5 is good just as long as you are getting the maximum number of hits and if you are using an eth weapon you wont need the ar% increase bonus
for melee you dont need conviction or holyfreeze
maybe a few in vigor if you are going to be dueling zons though (only r/w% that helps speed of charge)
and fanatacism/and holyshield should be maxed