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It isn't clear what problem problem you are concerned about, but reading between the lines I'm guessing it is vignetting at wide angles. You don't mention what camera or what lens you have in mind using the Cokin with, which obviously makes a huge difference. But for what it's worth, I have used the Z-Pro for several years with some, but still manageable, vignetting issues at the very widest focal lengths. The issue is not with the filter slots closed to the lens, but rather the ones furthest out that can impinge on the cone of view of the lens, and this would be evident at the corners of the frame. When you don't need to use multiple filters you can remove the top slot(s) from the stack and eliminate the problem.
With an APS-C Canon and 10-22 lens, and using all three slots, I get noticeable vignetting at 10 mm, slightly visible at 11 mm, and gone by 12 mm. With a 5DII and 17-40, I can get vignetting up to about 19-20 mm. In most cases, if I really need the full frame of the picture without cropping, I can clone content into the darkened corners in post.
You can stack neutral density filters, or combinations of ND and GND or polarizer, to reduce shutter speed. As with any filter system, the more glass/resin-air interfaces you add, the greater the likelihood of noticeable effect on the image. but the need to achieve your photographic goal may override the concern about slight image degradation.