Russell Crowe's role as Zeus in how the X-Men are brought into the MCU, there are plans in place to feature several other new groups of superpowered beings. The Eternals will debut in a solo film and establish how they've been part of the MCU for thousands of years. Although Eternals is expected to be mostly a standalone adventure, it can still set up some of Marvel's future plans.
Fans have long speculated that Eternals will lay the foundation for mutants or Namor, but the movie also has the potential to set up Russell Crowe's Thor: Love and Thunder role. The Academy Award-winning actor confirmed in an interview that he's playing Zeus. Based on the character from Greek mythology, Marvel's version of Zeus is the eventual leader of the Olympians, a powerful race of humanoids who come from the Olympus pocket dimension. Zeus's appearance in Thor 4 can set up several possibilities for the MCU's future, but Marvel Studios has the opportunity to introduce the Olympians in Eternals first.
The Eternals and Olympians have a complicated history in the comics that Eternals could establish before Zeus' debut. Zeus placed Mount Olympus in Greece so that humans would worship the Olympians and their power. However, this was very close to the Eternals' city of Olympia. This led to a meeting between the Eternals and Olympians. Zeus met with the Eternals' leader Zuras and they quickly realized how similar their two races are. They formed a temporary treaty that saw the Olympians leave Earth as long as humans thought the Eternals were Olympians. This worked better than Zeus ever could've expected, but he and the Olympians grew jealous of the attention the Eternals received on their behalf. It wasn't long before the Eternals and Olympians were at war. It is possible Eternals can reference this war or show parts of it through flashbacks, allowing the MCU to confirm the Olympians' existence ahead of Thor: Love and Thunder.
In addition to revealing how the Eternals and Olympians might already know of each other, Eternals could also confirm that they were created in a similar matter. The main comics continuity hasn't explained why the Eternals and Olympians are similar in looks and powers, but the MCU could follow an alternate reality explanation. The Olympians from Earth-9997 in the comics were creations of the Celestials. The Celestials go to different planets and experiment on their natives, which included the Olympians in this universe. The Eternals are created by the Celestials in the comics as well, and the MCU is following this aspect of the source material. Eternals could explain that in addition to the Celestials creating the Eternals and Deviants on Earth, they also are responsible for the Olympians.
Depending on how elaborate Marvel Studios gets with any setup for the Olympians in Eternals, could Zeus actually have a cameo in the film? There is no evidence that Russell Crowe's Zeus was involved with Eternals' production. However, the delays to Chloé Zhao's movie and the rest of Phase 4 could give them a chance to add it in now. Taika Waititi could take time from the Thor: Love and Thunder production to shoot a quick scene intended for Eternals. Whether or not that happens remains to be seen, as it is not guaranteed Eternals will set up Zeus and the Olympians in the MCU.