Never mind I find the answer
When creating the dev endpoint you can actually specify 'Python lib path' the same way as you specify it at the glue job
I develop a custom python library that I put in S3 bucket, and now I want to use Zeppelin with pyspark interpreter to interact with it. However, I can't find a way to do it. Anybody knows how to do so?
Things that I have tried:

In glue it is possible to include external python library in S3 by specifying 'Python lib path', which makes me think that in Zeppelin it is possible
There are methods such as using %dep interpreter but it is only for JAR library, while I want to load python library

Any suggestion is appreciated
Import python external library from S3 in Zeppelin