How to defeet kheev?

You mean the last boss, right? You have to keep dodging all of his attacks, while picking up the ammo that drops periodically. You're right that regular shots don't take off his life, but you keep shooting him, you can momentarily weaken him enough to give you a couple of opportunities to really take off life.

In one, he kind of shuts down and is still for a while. Use this time to go up to him and use one of your co-op attacks with zeeo (I think it uses the triangle button) where you slam into the ground. This will hurt him. The other way is this: occasionally, he will stop while scaling the walls and will shoot this big, continuous yellow laser beam at you. Use zeeo's shield ability (I think it is on one of the shoulder buttons), and aim the laser back at him. Using those two techniques, you should be able to get him, no problem.