Episode 4:
I was surprised that Kokona was aware that Shizuku is imaginary. I mean, they planned everything so well thus far so that viewers would question that, and I think they kind of ruined this build-up by just 1 short line in the very beginning of the episode.
Also not having her permanently tangible can be a better idea. I would make Shizuku disappear after some time. This can still happen, though.
Other than that... I am not sure what they're gonna do to keep things interesting now. Exploration of Shizuku felt very secondary this episode and kind of went nowhere. It's possible that they will not get any deeper into the matter and just accept that there is another girl out there, not registered in the real world, not needing to eat/drink or even go to the toilet.
