Zenithium is a rare material in the Khrumbul-Dun Mines. It is necessary towards the end of this campaign as an item that will allow you to build a giant billboard. To find Zenithium you actually need to use the Echo Flute and the help of one of the characters that you found in the mine.
The Zenithium location is not close by a naviglobe so you’ll need to head to this area by navigating the mines. It is located on the lower level between the Marshroom Room and the Old Lift fast travel points. Use the map below to find the exact location. Once you’re here, just use the echo flute and it will show you where you need to dig. You can select the Echo Flute from your primary abilities by pressing the X/B button and then press the R2/RZ button to activate it.
Unlike Gold, Zenithium will show a blue indicator that lets you know which direction to dig for it.
Once you have the Zenithium you can head back to the workbench in town to create Babs’s Billboard. Assuming that you have the new bar completed, the billboard will allow you to start a party for the people of Khrumbul-Dun.