Where?

I was only able to find 3 (☑️). Not sure with the other 2 videos (❓) I found. They look the same. Must be part of the 6-part Ii Nikui-hen.

1 Rollerskating-hen (set to Kyary's Minna no Uta song)
豆しぱみゅぱみゅ　ローラースケート篇 (Mameshi-Pamyupayu) / Mameshi-Pamyupayu Roller Skating Edition (Mameshi-Pamyupayu)

☑️ https://youtu.be/Xae1r_0l8bA

6 Ii Nikui-hen (featuring New Jersey, Missouri, Ohio, Bermuda, New York-Japanese, and Massachusetts-English as the joke/pun at the end of each episode.)
❓https://youtu.be/xDhycycDNBw / https://youtu.be/-6tHrZRnfxI

1 Hatachi-hen (a clip of Kyary's Hatachi song (Furisodation) with the new animated Mameshiba incorporated into it with new dialogue overlayed.)
☑️ https://youtu.be/AF1sdi3vABc

1 Debut-hen (a clip of Kyary's Tsukematsukeru song with the new animated Mameshiba incorporated into it with new dialogue overlayed.)
☑️ https://youtu.be/jFCR5Np3BW8

📌 Mameshiba Guide available in the Mameshiba Club.

I found this one: https://www.nicovideo.jp/watch/sm17456357

It's in english and at 0:24 the narrqator says "Massachusetts-something in japanese". I listen (at 0.5x) on that 2 videos something similar to "Unicorn" in the same moment (but in the second there is background noise, so I can't be 100% sure).

Edit: The announcer doesn't say Unicorn, he says something like "uni-ko-io", this should be a part of the translated line: "Mameshi-pamyu-pamyu is very difficult to say" as @IridescentJaune pointed below.

For episodes 2 to 7, I'm asumming that "New Jersey, Missouri, Ohio, Bermuda, New York-Japanese, and Massachusetts-English" aren't characters but are variations on the speech that are noted in the synopsis as "joke/pun at the end of each episode". And the characters names are "Pamyu Pamyu, Unicorn, Punk. Skeleton and Tsugihagi" as are named on engliah in the Massachussets joke episode. Obviously, this is provisional until who submit the entry, who approved it or somebody else can clarify more the matter.

As temporary summary, I reupload the videos shared by @IridescentJaune plus the nicovideo one in this list on VK: https://vk.com/video/playlist/761369145_7

As I understand, the order of episodes would be like:

1) Rollerskating-hen

2) Ii Nikui-hen - New Jersey Joke
Note: Japanese subs: AI generated; English subs: Automatic Translation; No Edition.

3) Ii Nikui-hen - Missouri Joke (Missing)

4) Ii Nikui-hen - Ohio Joke (Missing)

5) Ii Nikui-hen - Bermuda Joke (Missing)

6) Ii Nikui-hen - New York-Japanese Joke
Note: Japanese subs: AI generated; English subs: Automatic Translation; No Edition.

7) Ii Nikui-hen - Massachusetts-English Joke
Note: Original in english?

8) Hatachi-hen

9) Debut-hen

Yep, I follow your order, which is the same as the synopsis one.

I think that the characters names are appointed with the greatest clarity in the english speaked episode (#7), and the synopsis only tells that "New Jersey, Missouri, Ohio, Bermuda, New York-Japanese, and Massachusetts-English" are "joke/pun at the end of each episode". The reason why they end up being approved as characters here is beyond me.

The twitt with that character is from 05/03/2024. 11-12 years after the original broadcasting. I don't think it's related to this entry.

Maybe searching from the Pamyu-Pamyu side can be an option. But considerating that 2 of 3 of the CM found are cam recordings, I don't fell particularly optimistic about the other three. Also, what if they be only the CMs of the CMs? That would be even worse...

If you want, you can use the Advanced Search feature of Twitter and go month by month (or week by week) on the timeline of the account. I tried it for the Gintama (or NNT?) collab, but only found the announce of the emission.

@IridescentJaune