Zombie Devil was hella strong, but it wasn't a fiend. A fiend is a level higher than devils (because why else would they want to be fiends). And Denji is an even rarer creature, a human with the heart of a devil. I bet that zombie devil could've made short work of Power or Dollar-Sasuke. Those two shit on Denji because they have no idea what his chainsaw form is capable of. Makima does.