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Merging Chinese chess with Western chess was a very ambitious thing to do (altering two orthodox traditions) but I think you've succeeded! I like how you took the plain round disks and replaced them with chess pieces that are easier to discrimate. Good work on this interesting variant!
 

If a Pawn cannot advance to last rank due to absence of lost pieces, can it still check there?

And does the rule that you can only promote to a lost piece still apply with the Chines Pawn? (Your text suggest not.)

If a Pawn cannot advance to last rank due to absence of lost pieces, can it still check there?

In Zillions-of-Games, it cannot, but in Game Courier, it can. The rule in Eurasian Chess was originally that it could not check the King, but I changed it to allowing checking of the King. For consistency with Eurasian Chess, which is based on it, I would favor allowing it to check the King. Before making a final ruling, though, I should check on whether I can change the Zillions-of-Games version to be consistent with Game Courier.

And does the rule that you can only promote to a lost piece still apply with the Chines Pawn? (Your text suggest not.)

In Zillions-of-Games, it could not advance to the last rank unless there was a captured piece it could promote to. But it was still unable to check the King when it did have a piece it could promote to, which I think is a bug. I have never programmed this version for Game Courier. Still, I think I should allow checking even if there is nothing for the Pawn to promote to. In fact, since a Chinese Pawn can move sideways, it should be given the option to remain a Chinese Pawn on the last rank, promotion always being optional. This would allow it to move to and move along the last rank even if it has nothing to promote to.

In fact, since a Chinese Pawn can move sideways, it should be given the option to remain a Chinese Pawn on the last rank, promotion always being optional. This would allow it to move to and move along the last rank even if it has nothing to promote to.

Good point, I will add P as a possible choice in the Diagram for this sub-variant. And I can implement the 'can check' behavior by letting the Pawns only promote through the morph spec, and then add a move fkF' (or fkW' for the Berolinas), where the prime indicates it should not be subject to the morph (and thus will stay Pawn in the virtual move that captures the King).