Boy that symbolism sure would've been even better had it not turned out that Baku was actually just asleep the entire time and it didn't apply to anyone else, since they weren't actually in those situations.

Oh yeah, that part does seem like they had no idea what to put there, for how long it drags on. I think it would've been cooler if they took advantage of that glitch effect in the background to have Zeztz teleport closer to the viewer, to show his lucid dreaming power. Maybe have him instantly change forms as well, going backwards chronologically from Wonder to Impact to Seven.

And thanks.

Yeah, it was a tragic scene for sure, as Baku and Zero had such a strong camaraderie and last time they spoke, Zero promised to tell Baku what he wanted to know. I think it took courage for Zero to genuinely put his faith in Baku like that after his disappointment with the Shadow Nightmare incident, but in the real real world he hasn't been given a chance to get to that point yet, which makes their split even more heartbreaking. For him, this is their first meeting, he doesn't understand why Baku is pushing him away. I want these guys to be able to work it out, before either of them do something they can't take back.

Hopefully both! Upon leaving the airport at their destination, Miyuki could confess her fear and her gladness for facing it. Two developments in one small scene. Could be a good way to show that people are able to make their good dreams come true without Zeztz, like how Baku doesn't need to rely on dreams to be Seven.

Even though it wasn't the real Zero, Nem, Fujimi and Nasuka, they were still real enough to help Baku complete his missions. And it was only through those missions that Baku was able to learn so much about his real mission and obtain the power to take it on. So those characters do exist in a way, even though the real ones don't know about it.

So, all but one of the episodes turned out to be Baku's prophetic dreams. So, essentially, he went back in time. Honestly, I'm of two minds about this scenario. It feels like they could have come up with something more interesting. And the gimmick itself was more suited to Geats, which was lacking time travel, and the concept itself seemed like a late addition. Sure, prophetic dreams are the next logical step after lucid dreams, but it would be much more interesting if the prophecy resembled a puzzle and felt more like a dream. On the other hand, I understand that half the show is over, and now is the time to unravel the plot threads, not tangle them even more. In short, I have the feeling that Takahashi has stepped on the same rake here as with Geats: for the sake of surprise, he sacrificed the flow and potential of the plot.
However, since the status quo remains the same and CODE are the villains, Zero's exile is quite logical. I would criticize Baku for not wanting to listen to his point of view, but, again, it's objectively the most correct decision. Plus, it justifies the lack of motorcycle scenes in the future. Although, it would be funny if now all the other riders and non-riders got motorcycles and circled around Baku the pedestrian.
The scene with the police was strange. Baku comes to them to persuade them to join forces, then changes his mind, but then says things that compel them to join him. It's clear that this is necessary for the inspiring ending of the episode, but it still feels strange. Baku seems to be acting impulsively, but in such a way that it turns out to his advantage.
Ultimately, everyone unites to prevent the future Baku dreamed of. And they'll have to work hard, because CODE has decided to speed things up and has already brought Kureha back into the game. This means the battle with NOX will happen much sooner.
Since the entire episode is dedicated to Baku's acclimatization, it only has one fight. From it, we learn that Catastrom is still in business, because there's nothing better, and Baku needs to break many (and many) things. Including fate itself.
But this led me to another thought. Baku and everyone on his team have extremely personal goals: to save specific people. In Nem's case, even herself. And together with Catastrom, this leads me to believe that ignoring strangers in need from the previous episode is still a pressing issue. So it's entirely possible that, caught up in the confrontation with CODE and Lady, Baku will forget (or won't have time) to save the Nightmare victims we saw. However, for now, this is just my speculation.
Another theory: Nem's joke with the handcuffs. I think the words "Zero became Three" will prove important in the future.
To sum it up, despite all my complaints, the episode was interesting to watch. And I really enjoyed the gathering team at the end. I hope things work out for Zezzz, although I definitely see dark clouds gathering over him. And that applies to both the character and the show.

But he wouldn't have to this time around though. Because he stopped the Bomber before it could manifest in the real world this time, he prevented the outbreak of Nightmares that happened in episode 3. He wouldn't need to save them again because the majority of those cases likely would never occur in the first place now.

And as a result none of the good things that came out of those scenarios will come to pass. Hope that kid enjoys being bullied for the rest of his school days.

But the Bomber himself showed up for some reason. And CODE fought the Nightmares 20 years ago. So at the very least, potential victims should be checked. And I'm more concerned about the moral side of the issue than the specific cases. That is, will Baku, passing near people in distress, happen again?

All that's left is to hope that he can cope on his own, like the other victims. Although the motto, "A hero we can do without," doesn't sound very inspiring.

I mean... it really just depends on how big of a butterfly effect Baku defeating the Bomb Nightmare early has.

We've seen that Nox and Nem's mom can direct Nightmares to a certain degree such as having the Wolf Nightmare kidnapping Nem so Nox could fight Zero, or the whole thing with all those Nightmares targeting the Kids for the RPG arc. We could see the earlier case occur for real, just at a slower rate.

It could become a poignant scene where they reconnect and Baku is able to ride the bike again.
Though maybe without a Nightmare literally dogging them through their dreams, it might be more easier for them to manage and overcome their issues by themselves?