In-show Kim didn't have her powers when the Shogun Megazord debuted, or at least the Pink ranger wasn't around (I forget the specifics).

I haven't watched MMPR season 3 in a while but I seem to remember that Pink was gradually sidelined towards the end.

Wow, didn't know that, I just wanted the sword lol, but since it can't transform, me no likey.

It WOULD be cool if and when Tamashii makes SRC Kakure Daishogun....that the TamashiiWeb/Bluefin exclusive comes with alternate open right hand and the SWORD from the MMPR movie!

Pics!

Not necessarily.
There are 2 versions of the movie megazord. There is a combining version of the Ninja Megazord boxed under the Movie title instead of the normal MMPR title.

Is it just a down-sized version of the DX or is it a simpler mold?

Two releases. One is the standard Movie release that doesnt decombine. Then there is the straight repack of the DX toy. AFAIK the DX Movie Ninja Megazord has no differences to the normal DX release. Its just in a Movie themed box.

Was Kakure Daishogun more powerful than Muteki Shogun in the show?

Kaku is in the process of being subbed, why not watch it? its up to 20 episodes and the movie done

Oh Kakuranger. No series has given me more problems trying to decide if I would like to collect mecha from it or not.

Tsubasamaru, for being such a simple design, adds such awesome wings to both mecha combinations. Kakure Daishougun I used to complain about being too simple (that distinction now belongs to Gosei Great), but it does have a nice look to it.
But Muteki Shogun.. that blasted thing. I want one, but not at the price it goes for over the Shogun Megazord. I used to make fun of the thing for the whole Japanese castle motif, but man if it doesn't have a presence of power that I like. Also I'm a sucker for mecha with humanoid alt modes (Magiking, VRV Robo)

Just from the design I'd wager Kakure is more suited to fast attacks while Muteki tanks. IIRC Muteki hardly does much in the show. Gets wailed on a bit by the MOTW (unsuccessfully) then bang. Finisher.