If this was a Megazord set I think they would have the following names; Woody: Sheriff Zord Bullseye: Stallion Zord Slinky: Canine Zord Rex: Rex Zord Hamm: Hog Zord And for their combined form; Deputy Megazord.
It was a Chogokin-figure of a Hello Kitty mech. Also, it didn't transform in the "Transformers" sense. Chogokin and Hello Kitty were both celebrating their 40th anniversary in 2014.
+Skyrouge19 To be specific, the set shown here is from "Soul of Chogokin". This and the Buzz Robo are sort-of companion pieces to the "King Robot Mickey & Friends" set.
+Marcus Fenix Bandai have made a few sets like a few sets like this in recent years. As-well as the ones mentioned, there's also one honouring Fujiko F. Fujio. This one seems the most visually interesting. The combined form also seems more stable than the Mickey set, which didn't seem to hold together well.
fun fact about Slinky, he's voiced by the man who plays as Ernest. those who've seen Ernest Scared Stupid or Ernest Goes to Camp will know what i'm talking about.