Princess Shuri and Brook
It may be leading up to Ratatoskr freeing Gunko so she will reveal information about Imu. Since she's older and has long hair she looks like her mom.
Sanji and Zaza
Heat might destabilize Zaza's fragile form. Beyond that, in the village, he might have access to things like flour, so he could cook her somehow.
Zoro and Super Sommers
Super Sommers casually brought a new boat. Zoro might not know what to do about a mechanical heart yet, but maybe he can cut that boat.
__
As for OVERARCHING THEMES... that's where the critical thinking comes into play without support.
The World Government Has Fears
It was hammered into the readers that the Holy Knights, Five Elders, and Imu's actions are driven by fear. It might be their undoing, and most of it is related to the past.
Fake Gods as a Precursor to Real Gods
Zaza isn't a direct 1:1 dream to reality manifestation. It's flawed still, and not as powerful as a real God, but it introduces them as a concept. It's a facsimile.
I'll add ideas here in short summaries.