Zstandard is an awesome piece of technology. Even the very low compression levels -1, 1 or 2 (IIRC the default of 0 is actually a much higher number) can be very effective, especially for more situations where CPU is a bottleneck.
It is particularly effective when you can 'rotate' the data to enhance compressibility; https://github.com/google/riegeli does this automatically for wire format protobufs by splitting data by protobuf field (well, recursively). It doesn't even have to know the message schema. Shame the project is not more widely known.