Zeus needs to be open to receive payments.
After you hit send in Phoenix gotta switch back to Zeus. Timing can be tricky on the same device. Much easier to receiver payment from a second device.
@EVAN KALOUDIS there's something more than that in all these payment failures. I tested a lot and did a lot of control-tests with blixt wallet with same channels. There's something wrong in how zeus do payment in last 0.9 beta that makes them fails more often.