Angle Shooter's Guide to the Thaumaturge
Abuse Cases for Implement's Empowerment
You don't gain the benefit of implement's empowerment if you are holding anything in either hand other than a single one-handed weapon, other implements, or esoterica, and you must be holding at least one implement to gain the benefit.
The intent behind Implement's Empowerment is very clear -- you hold a one-handed weapon in one hand and you hold your implement in the other. If you ever have anything besides a generic one-handed weapon, an implement, or esoterica in any of your hands, you'd lose Implement's Empowerment. Mechanically speaking, this isn't any different than always requiring a free hand for class features -- it's more precise for the class's fantasy.
Can I use a bow or crossbow with Implement's Empowerment?
Bows will not work because it takes two hands to effectively use the bow, the same goes for most crossbows. The exceptions to this are hand crossbows and the more common/streamline options with one-handed guns like pistols if you pick up the Ammunition Thaumaturgy (1) feat:
Ammunition Thaumaturgy
You're so used to handling your implement, weapon, and esoterica in the heat of combat that adding a few bullets or arrows to the mix is no extra burden. You can Interact to reload a weapon using the hand holding your implement.
The cleanest way to take advantage of this is with the Drow Shootist Archetype and pick up a Repeating Hand Crossbow -- this will give you 5 shots before having to spend a turn reloading the crossbow (instead of a single shot with a reload action).
Can I hold a shield in my other hand if I chose the weapon implement?
You can, but you won't benefit from Implement's Empowerment. A shield is not a single one-handed weapon, other implements, or esoterica.
Can I dual-wield using a a Weapon Implement and a Regalia (or Wand) Implement? What about using the Weapon Improviser Archetype?
Implement's Empowerment puts emphasis on a single one-handed weapon and it's also pretty clear the intention of Implement's Empowerment is to use a weapon in one hand and reserve your other hand for esoterica and/or implements. Doing anything else is introducing a lot of risk to the Thaumaturge -- to the point where I'd suggest that even if you have a Weapon implement, I'd suggest that from a class fantasy point of view that you're holding the weapon's sheathe in your other hand while you use it.
I'd never use the Regalia or Wand as an improvised weapon, as it would risk losing Implement's Empowerment on any future round. If you were to make an attack with your weapon and then try to use your Regalia as a weapon in the same turn, you should not expect to benefit from Implement's Empowerment on the second weapon attack -- and I wouldn't push back too hard if the GM decided to roll back the bonus damage from the initial attack.
Losing (or Replacing) Your Implement
https://www.reddit.com/r/Pathfinder2e/comments/x25d1p/change_a_thaumaturge_weapon_implement/
If you acquire something that can reasonably replace an existing implement, you can spend one day of downtime to change your implement. Your GM might prevent you from finding objects that would qualify as a implement, so at least be aware of that if you start swapping every chance you get.
If you acquire a new object of the same general implement type, you can switch your implement to the new object by spending 1 day of downtime with the new item.
It's unclear what happens once you gain access to Implement Adept and begin specializing in implements of your choice. I'd suggest being absolutely sure you want to commit to the implements you specialize in and never try swapping them.