Oh yeah, Zeek could have a room upstairs even... filled with weird icons of beholderkind and maps of the underdark... and lots of candles. In addition to a small wine bar... known only to his closest friends.
To everyone else in the city, he passes himself off as a follower of Myrkul. Complete with a Scythe carrying Spirit of Death that lurks around with him sometimes at night in the back streets.
Zeek would actively encourage any expeditions and provide valueable intel to hunt down Lolth worshippers near the surface in the Underdark... particularly Drow priestesses.