Don't stick close to the Zeppelin. Your job is not so much to guard it as it is to clear the road.
Fly ahead following the gold arrow path and clear out all the towers and nests in your way. Use Bellegar's ability to clear out clusters of towers, like an island which has a nest and 4 Ballistae around it, or a Lightning Tower and cluster of ballistae.
Worry more about the towers than the flyers, but keep an eye out for Grub Bomb flyers.