If I attack with a unit with deathknell (ruined rex) into an enemy unit with the same might, with zhonyas, which triggers first, zhonyas or deathknell deal 4 damage.

Zhonya's applies — Rex is saved and its Deathknell never fires.

Zhonya's Hourglass is a replacement effect, not a trigger: it doesn't use the Chain and it intercedes before the death event completes. When combat Cleanup goes to kill Rex (both units took lethal damage), Zhonya's replaces that death with "heal, exhaust, recall Rex" and kills itself instead. Since Rex never goes to the trash, the Deathknell trigger is removed from the Chain (Rule 808.1.d.1) — the FAQ is settled on this (FAQ #2596, #10629). The enemy unit still takes its 6 combat damage and dies normally.

You can't get both outcomes by ordering things — Zhonya's is mandatory and Rex must actually die for Deathknell to resolve. If you want the 4 damage, you have to let Rex die.