Or did Lola had killed her children as he said?
He had wanted to get rid of Jack's child, but now he felt it was a pity because it would bring him great power.
He wanted to have Jack's child no matter what because the other children were all very big. What he needed were some babies who were not able to resist.
Now the only baby was Jack's newly born daughter. But her mother was too powerful, and he was not a match for Artemis, so he wouldn't hurt her.
"Where are your kids?"
Zeus asked straightforwardly. It was obvious that he didn't think that she would solve the problem.
"I've already dealt with them. This is the order of the god-king. How can I violate this order?"
She was good at lying. Although she had to sacrifice her life to lie to Zeus, she was willing to do so for the safety of her child.
Zeus could tell at a glance that she was lying to him.
This made him very angry. He had already given her a chance. Why did she still lie to him now? It didn't make sense at all.