Not to question your expertise of Coralian biology, but outside of the lack of wings nothing really says "This is not the same Eureka". She still has the forehead gem for one. We're only on episode 4, explanation may follow. Entire first cour of the original show was all vague setups and random terminology that you couldn't possibly make sense of at that time. The Zelda setup would be really dumb anyway.
Also I don't believe the cover art has anything to do with anything. It's just that, a cover art for DVD. I mean, don't you think it's weird that we should prioritize artwork over what actually happens in the show as canon?
Gotta agree about hamfisted kicks at the 4th wall, they look out of place. If you point that your crappy joke is ironic it's still a crappy joke!
But that's wrong.