"I want to step out of that impossible possibility."

Zero's character settings are the ones I've changed the most. Basically, Zero's name, gender, personality, hairstyle, clothing, abilities, goals, etc., have all been changed at least once.
The original setting wasn't this... "tragic." It was more about her hunting others than being hunted. (You can check out "Those Strange Abandoned Concepts" if you're interested.)
Without comparison, there is no harm; Rei-chan has never known the lives of ordinary people. Those who have never known happiness will never know that they are unhappy.
But! At the same time! Zero-chan finds everything in this world even more novel and interesting! These 30 days will be the most beautiful days Zero-chan will see in this world.

Zero is not "evil" at all. As for why Zero is the ultimate sinner, the relationship between Zero and the Egg Goddess, etc... we'll have to wait for the next chapter.

"More like a doll without her own opinions than a goddess."

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Although I don't seem to be that enthusiastic about eggs, I really like omelet!

Isn't Eggsy a very Mary Sue-like character? She wears pretty dresses, is beautiful, lives in a glittering castle, and everyone likes her.

Her character development is minimal at the beginning, as she lacks assertiveness. As Zero describes, for now, let's treat her as a cute, thoughtless doll.

In the cutscene, Omega is in the shadows within the pure white, bright "Space of Solution." She should be described as the "only darkness" in that world.

But nobody cares, right? After all, everyone just wants to take advantage of her "100% correct" answering ability; nobody cares about the doll. Haha.

 

The egg will be described and grow even more in later chapters!

"Pie, that girl who created her own paradise, her own hell."

Just as her name suggests, the mathematical constant pi (π) has no end. No matter how you calculate it, you will only get an infinitely close number, and her pursuit is destined to only approach it infinitely rather than truly obtain it.
Although it's impossible, Pi is a madwoman with a heart of stone! She'll gamble everything to achieve her goals, regardless of the cost. It's precisely this madness that makes her beautiful.
The conspicuous circles on her head were three quarter-inch plates plus 0.14. The plates emerged from her head, and three lines extended from them, drawing a prison around her. She was imprisoned in her own thoughts, forever unable to escape her own obsessions.
Her identity is that of a Grand Mage, a high-ranking government official. Besides the Perfect World Project, her other position is █████, thus wielding considerable power.

As for her goals, why high-ranking government officials are in charge of guarding prisoners... what her abilities are, what her thoughts are about Zero... to be continued?