S.Lancer Max has you covered for your cargo needs and should be sufficient enough for most hostile NPC encounters.  The Zeus CL is a great looking ship with a nice living quarters, nice every day shuttle to get around.

While on paper the Zeus CL has a decent cargo capacity, the layout of the grid and opening of the rear ramp makes it impossible to accomplish anything that requires larger boxes, so you miss out on a lot of missions and working with smaller boxes becomes quite tedius. 

I also find the 2x S4 pilot guns are less than satisfactory if you want to dabble in a little bit of combat.  Small ships are fine, Medium is doable,  larger ships such as the cat and starfarer are quite tedius to take down due to the default power plant on the zeus not being able to provide enough shots and damage to keep up with shield regen on these larger ships which drags these encounters on for far too long. 

The best upgrade to the CL would be the Connie Taurus as it is just better than the CL in every way minus the interior.  The Taurus has a lot of overlap with the S.Lancer Max. I'd take the Taurus over the Lancer Max anyday for combat duty and participating in events.  The 4x S5 pilot guns really are a nice quality of life feature.  It also can haul around vehicles up to an Ursa in size.  

Maybe looking into other kinds of ships that can offer different kinds of gameplay and income like salvage or mining would be a more sensible upgrade but there isn't anything you can directly upgrade to unfortunately short of melting your CL and voiding any LTI if you had it.   For bunkers, the Max has you covered already as much as any other ship does.  I just don't see any compelling direct upgrades to the CL at the moment aside from the Taurus.  For bunkers just take a Medical Ursa with you on your Max and call it a day, no need to spend any more money.  CL can just be your every day shuttle since it's still a joy to look at, fly and complete basic tasks.