Picked Cave up last night.
Her default weapon is "Scissors." It's Casper's weapon. The description is "Legends say that a necromancer from a certain nation used a weapon just like this." Her other equipment is an Imp Bangle that apparently has "owl and bat decorations", an Awakening Ring that "makes your enemies appear to move extremely slow", and an Element Suit and Element Garb.
All of her weapons appear to be either Casper's scissors or Windia's... whatever that is (was hers supposed to be a sword?). She also has three costumes available in the shop: Black Label, Princess Bug, and DoDonPachi Go!. I don't have the money for them, though, so I don't know what they look like yet. Each one also has a corresponding head decoration: Black Garb, Forest Garb, and Revival Garb.
Her special attack from the above video (if you couldn't hear her say it) is Black Label. "Cave's supermove. Please note that this is an uncalled-for barrage that will turn even despair into nothingness."
Cave only has two of her EX Finish moves at default. One of them is White Owl. "Create a freezing tornado using the powers of a snow owl."
I'm fairly happy that so many of her references are Deathsmiles.
