Zendaya in 'Euphoria' season three. Patrick Wymore/HBO Logo text [This article contains spoilers from the Euphoria season three premiere.] Originally, Rue was going to cross the border by river. Following the four-year gap from his season two finale, writer-director Sam Levinson knew Euphoria would return with his oft-addled protagonist (portrayed by Zendaya) in Mexico, having made the jump from teenager to adult, still working off the debts incurred during the recklessness of high school.