They both are aliens with natural born capsules on chests. Based on the growth cycle of this species, the capsule will grow up and then become their fathers (I know it's extremely strange but that's the rule in the dream).
Once Baku lost his capsule by accident, and Zero gave his own to Baku, which means Zero has given his father to Baku (as the capsule would become his father in the future). While in another accident Zero had to pass his soul into Baku's capsule into Baku's capsule so that he could strenghen Baku.
Then they both lost memories for some reasons. Afterwards Baku came to the Earth and gradually Zero grew out from Baku's capsule. According to the biological rule, Zero became Baku's father and take care of Baku as his son as an instinct.
That's what I saw in my dream. I couldn't wait to watch the episode 33 to see Exdream, so I even hurried to look for information about ZZZ even before I woke up. In the dream I browsed social medias and found everyone surprised by the plot in latest episode.
(Maybe that was my nightmare showing me the shocking story, bringing about a blackcase influencing the story of ZZZ!)
