Greek doesn't have sounds like "sh" or "zh" and so they don't have to be careful to keep their "s, z" separate from their "sh, zh".
So their "s, z" sometimes wanders in the mouth towards the area of "sh, zh" -- there can't be any confusion since "sh, zh" are not distinct sounds in Greek. (At least in Greece; Cyprus is another thing.)
So you might hear something that is somewhere in between the two. I don't think it ever goes as far as the typical position of an English "sh, zh".
When you speak, I'd recommend aiming for a "normal" English "s, z" rather than using "sh, zh" or trying to imitate the middle sound that you might hear from native Greek speakers.
Yes, thanks, I finally figured it out. I do this on my phone and unfortunately, due to poor app design, Duolingo covers over my answer with an immovable "wrong" banner and I cannot compare the answer given with what I entered. I have complained about this at least half a dozen times to duolingo without effect, i.e., it used to be different but Duolingo updated the android app about 6 weeks ago and they eliminated any ability to go back or see the answer one entered. I appreciate your response, but duolingo does need to get someone competent to manage their app. releases, i.e., this isn't the only "bug" that goes unfixed, and it's clear the new app released wasn't tested "at all" before it was distributed.