I have a little theory with the history of the game.

Apparently, Eternatus is made of "Dynamax Energy" And in its phases it seems that it was leaving somewhere.

So here goes the theory:

The Dynamax phenomenon sends the Pokémon to a "Dynamax Energy dimension", and what we see on stage is a reflection of the Dynamax energy Pokémon, so they are not "physical" but they can interact with the world.

So on the other hand Eternatus is leaving the "world of Dynamax" it seems that he was taking out his hand and when he gets his Gigamax Form he comes out at the end of his dimension.
The form of "crystals" seems to be just a rest of Eternatus.
Maybe Eternatus wants you to use dynamax energy every time so he can get out of his confinement and return to the galar region.
In addition, the circle of clouds and that darkness surrounding the Dynamax phenomenon seems to be a PORTAL.
Eternatus does not need to merge with zacian / zamazenta because he is powerful by himself, being pure dynamax energy embodied.
Zacian and Zamazenta would use the same Dynamax Energy differently by taking their own Gigantamax form. The final match will have to do with Eternatus Gigantamax vs Zacian / Zamazenta Gigantamax and your team. Like a Max Raid Battle but with only you and your team.

Im not a leaker, I'm somebody with crazy ideas.