As I have mentioned here before we are in the process of building a new house. We plan to use Lutron Caseta switches in most, if not all of the house.
I have a 2 part question regarding scene controllers
First question
I'm looking for recommendations for a 1 gang, hard wired, high quality, in wall scene controller for the primary room. It should have at least physical 4 buttons that I can assign in HE. I see the Zooz zen32, but I am a little worried, perhaps irrationally, that it's quality level may not be on par with the Casteta. Maybe my fears are irationally and this is exactly what Im looking for? The "Leviton Decora Smart WiFi Scene Controller Gen2" also looks like what I have in mind, but I want z-wave or zigbee
Second question
It looks like the Zen32 would/could also server as a switch, for example lets say in the master bed room has a ceiling fan with a light, and some can/recessed lights. In a traditional home that would be 3 switches.
1 for the main light
1 for the fan
1 for the cans
WITHOUT a scene controller it would be 3 Caseta switch/dimmers (one of which would be a fan controller). In this example in a 3 gang box.
1 Caseta for the main light
1 Caseta for the cans
1 Caseta fan controller
I would like to have a 4 gang box
1 Caseta for the main light
1 Caseta for the cans
1 Caseta fan controller
1 Scene controller
Short version I would like my scene controller to NOT also serve as a switch. Is this possible to do and meet code? Let me explain my concern. It would have to have power to operate right?
Zooz is very solid stuff overall, and the Z32 is a good, well-proven, and well-supported device.
We use one to control an older ceiling fan... Since the fan (and its built-in light) is integrated via Bond, the Z32 has no load attached -- it just controls the fan speeds and light all via Bond. It works awesome - it's been totally dependable since install a couple years ago.
Caseta wired hardware is fantastic (I use it elsewhere in our house), but it's limited to controlling its own load. By comparison, the Z32 opens many more doors.
Plus, if the Pico remotes are simply controlling Caseta Switches, Dimmers, and Fan Controllers - Hubitat will not be involved whatsoever. Connecting a Pico to a Caseta switch is very easy to do, and incredibly reliable and responsive, as it is a direct connection.
We will use some picos for sure, but in this case not what I am looking for. I want to be able to assign physical buttons to miscellaneous "things" in HE. i.e. virtual switches, routines, change modes, etc.
Picos do just that. For instance. I have a pico on each night stand. The center button turns off all lights, locks all doors, turns off TV's and checks for any open windows
A line hot and neutral (and ground) are required at a minimum for the Zen32.
Like many other (but not all!) smart switches, a load isn't required to connect if you're just using it as a scene/other smart-device controller.
Using a Pico is also a great option, but I used a Z32 in my case since I always prefer using a mains-powered option when that option is readily available.
The Zen switch needs Line (Hot), Neutral and Ground just like most every other smart switch. Even with the switches that claim they are no-neutral, I think most behave better when there is a neutral. They seem to dim better and have less buzzing or other harmonics when there is a neutral on the switch.
I think you need to talk to your electrician to be sure they are wiring this the correct way. The older way to wire was to bring the feed to the light fixture, and do switch loops to interrupt the hot side of the circuit. In most places this is no longer to code to wire this way, but you never know what code a jurisdiction is following or how well versed an electrician is with newer wiring methods.
Instead, they should be bringing (at least one) feed cable (Line, Neutral, Ground) into each switch box. Then distribute the Line (hot), via switches, to the lights. Wiring this way gives you more options in the future if the feed is in the switch box. The same can be said for 3 and 4 ways, be sure you have a neutral available in every box.
I use Lutron Pico remotes all of the time to control various things through my Hubitat hub, just like @rlithgow1 mentioned. They work great and battery life has never been an issue. I have yet to replace a battery in any of my Pico remotes. They can very easily be wall-mounted in any standard Decora style wall-plate, or can be attached to the Lutron Pico table stands, or even visor-mounted in your car.
Are you guys saying you can assign the buttons on the pic to multiple things? looks like on off and raise and lower brightness only? or am I looking at the wrong pico?
Yes... you can assign a pico button to literally do anything not related to Lutron. Unlock a door, done. Open garage, done. Turn on a pump, done. Hubitat reads the button press (and double and triple taps) from the pico and acts according to what you assigned that button.
This is the way. 
