I don't know nothin' bout nothin', but I wonder if you could sleeve the posts in plastic for the underground portion. Seems obvious to me, so maybe there's a reason that isn't done.
I've been wondering that from the get go. I never came across anything on the Internet for or against it so like you I thought maybe there was a reason why. I was thinking of using tar paper though figuring it might be a little more durable than plastic.
It's new, that's bad. New products in critical areas (expensive to replace) are to be evaluated with an extremely skeptical eye. I've been down this road. Some manufacturer comes up with a wizbang new product that seems like a gift from heaven, until it fails catastrophically after 2 years. They always stand behind their warranty, and will replace the failed product free of charge, but you get to eat the "incidental" costs. That's generally about 99% of the replacement cost.
So when you decide to use foam to hold your fence up, figure out how much it's going to cost to pull and replace every post before you do it, then ask yourself "do I feel lucky?".
I was at the local lumber yard a couple of days ago and asked if they had any of that thar foam. The first bad clue was it wasn't kept in the lumber department, but hardware. Second bad clue is it was quite a search to find. Finally they steered me away from it saying it's not that great for structural applications beyond a mailbox post
I agree with Nutbucket and Dranocle. If I were setting wood posts, I would want gravel rather than concrete at the bottom of the posts so that water that gets inside the wood could drain out the bottom. But I would prefer to use metal posts for fences anyway. And for your gazebo, I would think about it as being a "small house" and bolt it down onto a "foundation" of poured concrete piers (one on each corner and deep enough to be below the frost line in your area) that lift it a few inches above ground level. My two cents...
Basically this is what I ended up doing. I only got one hole dug and pad set today, but damn it's a big hole with a monolith of concrete.
I dug a 24" diameter hole 4' deep. I put 2" of gravel at the base, set the rebar and poured in 10" of concrete. So that's still under the frost line. The 6x6 post will sit on top of the pad.
I talked to my buddy the house builder again and
@Greenman is on the money. He said to back fill with Crush and Run (stone with dust) because it compacts better and will obviously set similar to concrete. I think I'm going to wrap the posts below ground first.