While you seem to have a grasp on the "Like Defeats Like" answer, but I have to wonder what sorts of threats the characters are supposed to be facing. I know that for my first couple runs of Scion I typically only included mortal-style threats. Even still, you should look into the Companion book on pg267 for the Blast Radius rules. The damage for explosive weapons is unable to be dodged without interceding cover. Nothing like a 15L grenade in a ten foot room.
Even still you should look into Co-Ordinate Assault and Aim on pg191 of Hero. Sure the DV might be a little amped, but when there is a whole squad of SWAT troops are waiting in firing formation having trained on that door for (probably) more than a wheel's worth of ticks for a +3 to hit and Tac-Com providing their every move for a -3 or so to the Scion's DV, and they have Automatic Fire (Hero pg199) for up to +2 to hit and possibly a second attack each hits can happen. You might even be having them face Thralls or Einheirjar with some Courage to buff the roll. That means that with the above, an Experienced Soldier (Hero pg283) full-auto blasting the M-16 could be rolling 13 dice [=8+3+2] as a solo act. Especially when each shooter after the first is a -1DV to the target. In a straight one on one fight Dex gets powerful but it really doesn't take much to whittle stuff like that away.
To touch once more upon the "explosive" thing, you can easily fall back on (especially without any Epic Stamina) Environments to do the work. You can't "dodge" the fact that you're standing in a volcano. Heat will get to you. Should your opponent breathe a thick miasma into the room, (in theory) no amount of swiftness stops them from breathing and taking doses of the poison (Poison and Environment rules start on pg184 in Hero)
Additionally, not every fight should be "you guys stand over there and we'll take turns wailing on each other". Not every foe is going to swing until their arm is missing and then keep swinging with the other. Truly tactical fighting units will have fallback points. A portion will lay suppressing fire while the others reach better cover because if the target Scion decides to dash then that's even more off of their DV. They will rarely fight to the death or when the situation is unfavorable. They have something up their sleeve, even if it's throwing a smoke grenade while wearing NVGs so even for a moment, Zippy has a -4 to their action for Visibility.
Look at the boons available. Fertility 2 (Companion p73) is always a personal favorite if you can convince the problem Scion to, say, shake their hand or give them a really emphatic kiss with a thorny tongue. Water 3 (Hero pg149) allows for an Environmental-based attack with steam to deal some damage. Chaos 3 (Hero pg140) doesn't even care if Dexterity is involved - which is also true for Health 4 (Demigod p80), and Moon 4 (Demigod p83). These are simply options for barely demigods confronting them that can be potent in even small doses. Other options include Overt Order and Serpent's Gaze as Knacks.
With more info I'll throw down more suggestions.