I find that for the most part the way that Fate/Zero handles its episodes in a self-contained manner works really well when you get the entire episode. Naturally, this causes issues like episode 24 where you get things cut off from the television broadcast, but that's not really a problem since the blu-ray version is the only version that matters anyway.
It's just like a movie edited for television broadcast, where chunks of it are removed from various places due to the pacing in a time-constrained environment.
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