The baku is a kind of youkai that protects children by eating bad dreams, a very fitting namesake for a dream-traveling Kamen Rider!

I like his style too, he seems to be going for a more 'cool' look compared to the 'fun' looks of a lot of other Reiwa main riders, closest to Ace but a bit more rugged. It makes me hope he'll have a more cool and professional personality too, to go with the secret agent concept.

They're low quality, but I found some magazine scans! Looks like Zeztz has multiple gadgets, and I notice a few interesting details about the different forms. They each seem to use a different colored capsem, with ones in similar shades being related forms. Also, the ones with extra attachments have the boots, gloves and body lines grayed out, which makes me think the color represents some kind of power that gets concentrated into the attachments, maybe?

Interesting. Two retail toy lines:

Capsem Change Collection is 4-inch, lower-detail, and lower-priced. It incorporates Zeztz's form-shift gimmick via parts-swapping, including wings and alternate lower limbs for the Physicam Impact variations. It comes with two alternate sets of hands.

Kamen Rider Action Figure is larger, higher-detail (the texture of the black parts of the suit is present, and there's probably more paint), and higher-priced. Looks like it's more poseable, and although it doesn't have the other figure's lower limbs and wings, it comes with seemingly the same alternate sets of hands.

Both of them include an unpainted version of the sword. Both lines appear to be set to reproduce the other three forms, and the Capsem Change version will have their attachments and different limbs. Owning more than one would allow for swapping around different combinations that might not appear in the show. Pretty Fourze. I could see it appealing to kids.

The Kamen Rider Action Figure... I'm kind of wondering if it's trying to be a relatively affordable alternative to Figuarts?

You're right! Reminds me of how Mission Memories worked in Faiz, which is fitting as Zeztz is an agent who goes on missions. Another detail is that the Driver color even changes for sub-forms, as shown clearly with the yellow on Espirim Barrier.

I've changed my mind about Paradigm being my favorite after seeing the action shot, as it has less purple in the chest area than I was expecting. Now my favorite is Physicam.

Faiz-san! Double-san-tachi! Zeztz-san! Grant me your power! HENSHIN!

So, the cameo was uploaded to youtube. watched it, and Baku seems cool. He still has the gun.

Also the Japanese word for the animal tapir, which derives from the mythical beast iirc. It's another case of the giraffe-kirin/qilin situation where they have the mythical beast first but later name a never-before-seen animal that. :lolol

By the way, in the case for our titular hero, his name is written as 莫 in kanji. Apparently it means nothing or nobody depending on context.The mythical beast baku and the tapir are written as 獏 in kanji.

If you go on Toei Tokusatu World Official Youtube's short's tab. They have Shorts for each of the forms.

With them not obscuring the footage in any fancy way like they did in the form trailer or this main trailer.

https://www.youtube.com/watch?v=UBxZ7h-a1Vs
https://www.youtube.com/watch?v=2i131tGPG5I
https://www.youtube.com/watch?v=cEFTpcPieYo
https://www.youtube.com/watch?v=4BaONYg3A80