I wonder if the fill-shins-with-pennies trick that some people use on tfs like bh voyager optimus is possible with the zords.
The problem is the strength of the "knee" joints, relative to all the weight above the knees. It's all just too much weight compared to what the knees were engineered to handle. The problem was that the knees were engineered back for the all-plastic original release ages ago back in 2010, which was made from all plastic and didn't combine with the Dragonzord.
It has been reported that a second release of Legacy Megazord after the Legacy Dragonzord was released has stronger knee joints.
Making the parts below the knees heavier won't do anything to address the problem.