Maybe they could do something like a fog? That is, if the object was farther away in the 4th dimension, it would appear less distinct or more fuzzy/blurry, like being in the fog.
Miegakure did something similar where it showed a shadow of the 3D space immediately adjacent to the currently visible slice. I think he since removed that, so I expect he must have experimented with something similar in 4D Toys and decided against it.
That's a neat idea! But I think it might be a bit overwhelming and confusing. It would help with getting the bigger picture.
Every 4d object would end up being a clear 3d cross-section where it intersects with our 3d world, plus a cloud of superimposed and increasingly hazier 3d cross-sections above and below us along the 4d ("w") axis, projected down onto w=0 3d-space.
