I haven't played through it yet but I did dump the textures from SOR4 + Mr X Nightmare and compared to a dump I made when the game launched last year. The "new" enemies are either reskins of SOR4 enemies/bosses (Barbon, Commissioner, Cop, Diva, DJ K-Washi, Galsia, Koobo, Mr Y, Ms Y) or recycled sprites of enemies from SOR3 (Bruce/Danch, Galsia, Goldie/Slum, Mona and Lisa, Robo-X, Tiger, Yamato, Zack/Vice), SOR2 (Barbon, Big Ben/Bongo, Electra, Fog/Rider, Hakuyo, Kusanagi/Ninja, Raven/Eagle, Rocky Bear, Signal), and SOR1 (Abadede, Antonio, Bongo, Mr X, Souther).
All this adds in terms of zako is recolors of Ms Y and Diva and pixel sprites of Mona/Lisa and Electra. Here's some samples of the SOR4 recolors, the SOR1-3 ones are the same as whichever sprite sheet they ripped them from:
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