Z4 left all sorts of crap out, in my opinion. Though, I'm sure someone will pop in and go "NO LOOK SOURCEBOOK" or "NO LOOK JAPANESE BLAH BLAH", I shouldn't need to look at either of those to know just what the hell happened to Harpuia, Leviathan, and Fefnir. Seriously, I played the game twice and I can't recall one mention of why those three just up and disappeared in-game.
From what I understand, Z3 was supposed to be the last game or some crap, which is completely terrible because yeah, sure, big battle, Zero killed Omega in his old body woohoo.. Oh wait, what about Weil? Yeah, completely leave him unchecked. Sorry, just doesn't do it for me.
Then there's the whole Kraft/Neige thing. I despised that bit of the story from the beginning because of how hastily done it was. It didn't fit in just one game. It felt like "Oh, we don't have anything else going on, here lets throw this in".
But hey, thats just me. Still don't wanna see a remake, especially because I'm a firm believer of getting it right the first time.