This seems more like something for the Heart-breaking pool.

Which pool it belongs to depends on whether Alice made it or not. Does the pixiv description say anything?

As soon as I saw it, I thought "Kiri-chan!" and the Pixiv description confirms it. It's definitely based on Witch Doll's entry for the 3rd Touhou M-1 Grand Prix. (You can see the act subtitled here: http://www.youtube.com/watch?v=Ge2fyUG98yI) I'm not sure if I'd consider this grounds for being in a pool at all, but if you're going to put it in one, it's depressing. The video itself is probably far moreso than this, though. The "I love you, ze" thing is a reference what goes on in the judging of their performance (which is linked as a response video to that one if you care to see it.)

It's a squeak toy!

why "ZE"?

Hamatek said:
why "ZE"?

Marisa's frequently portrayed as adding "da ze" or "ze" to the end of sentences.

It's a fanon catchphrase inspired by the numerous references to Jojo's Bizarre Adventure in the series.

hmm..

Is she manlier because she says "ze"...

What's really sad is that you can see Shanghai patting her. She controls Shanghai. She knows she's pathetically doing this to comfort her loneliness and so comforts her shame by making Shanghai pat her.