I have a guess..
We know that Kaido ends up gradually respecting Luffy more and more as time passes. Like when he one shotted him, he viewed Luffy as nothing but trash, but compared to now, Kaido has respected Luffy more.
What if Kaido started respecting Luffy way too much near the end of the battle and he somehow ends up being Zephyr 2.0? He will sacrifice himself so that exhausted Luffy and friends can escape (probably after the banquet). That's the reason CP0 are in this arc, because at the end of arc they will pull out something like Buster Call.
Kaido will face this Buster Call allowing Luffy and friends to escape (after already defeated before). That way, Yamato will also have a different way looking at his father when Kaido pulled something like this.