Zero loss is not necessary in practice. Those coal plant upgrade kits use graphite blocks with embedded pipes and heating elements wrapped in absolutely bonkers isolation, all in a shipping container. Produce 700C steam. Self-discharge comparable to chemical batteries.
If you want scalable zero-loss storage because you want to store energy on a seasonal scale, or for long-distance transportation, the best solution should be to eat some conversion loss in the beginning. Ammonia, ethanol, suchlike, it'd be nice to have something that's not toxic but, well.
Oh: Zinc. People have been trying to make rechargeable zinc batteries for ages but it's just hard but there's another solution: Forego the recharging part and just throw the resultant zinc oxide back into an industrial refinery process. Works with pretty much any metal but zinc is convenient and we already have tons of infrastructure. To make the stuff zero-loss simply make sure to keep the zinc away from oxygen... which is easy as zinc oxide forms a protective coat so even though it oxidises quite quickly it also quickly stops doing that. Just like aluminium.