there sure a ton of rumors about Zhao
here's a list in the order of which i heard them

1. she's the next VH
2. she's a physical attacker / rupture
3. the new supporter disk set "moonlight lullaby" is for her, making her a supporter
4. she's a stunner who applies the stun dmg % while the boss isn't stunned, while also building up anomaly
5. her axe is actually a sword, and it goes up in size twice during the fight
6. she works for john zenless (damian), making him good money but driving him nuts with her smugness
7. she doesn't exist yet, she will be born in the hollow by the same occult tech that created the shifu sister boss. she will be a combination of all 4 spook shack members, having yuzuha's hair and personality, alice's bunni-ness, manato's brute strength, and kama's small animal-ness. john zenless will be the one to find her, and since he owns porcelumix, she will legally be considered his property
8. her first name being "Xiao" (small) means that her tall, big tittied mother is also in the game
9. her name means that she will go up in size together with her weapon