... the protagonists, then.
Lyse
-She's... OK as a protagonist. Lyse was meant to be the main protagonist of Stormblood, and I get that - her arc was supposed to show her coming into her own both as herself and as a leader. Unfortunately, the massive amount of time we spent in Othard and how easily the XIIth gave ground in Gyr Abania kind of put a stopper on that. Despite having been told that it would be 50/50 between Doma and Ala Mhigo, that clearly wasn't the way things ended up - we left for Othard after the prologue in Gyr Abania and didn't return until the final act of the story. As a result the place Lyse really needed to be, needed to worry about and focus on and grow for, ended up being largely out of focus in comparison to Doma (though Ala Mhigo did get more focus on the overarching myth arc elements). I never really got the sense that she came into her own as a person or as a leader, and though 4.x remains to possibly illustrate that 4.0 failed at it in my opinion.
Hien
-Hien is a cool dude. That said, he doesn't seem to have much depth, and it feels like the writers are trying a bit too hard to make him the Warrior of Light's new best buddy. He doesn't even do much - he decides that whether Doma wants to remain an Imperial province or fight for its freedom will determine his actions, and after it's clear the latter is the case gets to work. With your assistance he goes on to succeed in all his endeavors, though it does require sacrificing Doma Castle and Gosetsu's apparent death. He feels much more like a military commander than a proper governor, but Hien's position does make him a good counterpart to Fordola - both born and raised in Imperial-conquered nations, but on opposite sides of the coin despite that. (There's also a bit of a plot hole surrounding Hien - Gosetsu says he's recalling Yugiri to the Far East during 3.5, yet the samurai doesn't seem to know where Hien is during 4.0 or what his plans are. Hmm...)
Gosetsu
-The ever loyal samurai, Gosetsu plays his part and plays it well. There isn't much more to him than that, regrets about failing Doma twenty five and five years ago besides. I kind of like him though, so I don't mind that he survived... even if I wanted to call him out on calling the Xaela tribes and their customs queer. (Yes, I know the word means "strange" and in context that's how he used it, but as my character is Xaela it's still annoying and disrespectful.)
Yugiri
-I was really annoyed with Yugiri in 4.0. She's a terrible ninja, seeing as she runs around the entire time in an outfit that screams "I'm a ninja!" She compliments you on not wearing traditional ninja garb while asking around Namai for information, as if being clandestine is an amazing feat for a ninja. She recklessly attempts to assassinate Zenos and you go along with it, then spends almost the entire rest of 4.0 offscreen (she came back to Eorzea with us to help, but does nothing to aid in the liberation of Ala Mhigo). Half the good she does comes from recklessness emboldening the Domans. I do feel kind of bad for her being unable to return to Sui-no-Sato because...JapaneseRaen isolationism, but Yugiri's portrayal in 4.0 still annoyed me.
Run the DRK 70 quest for the Warrior of Light's thoughts and feelings in regards to the blood on our hands. Long story short (and avoiding spoilers), s/he acknowledges that killing others for whatever reason is a sinful thing, but holds few regrets over having done so as doing nothing will lead to a higher death toll and is therefore the greater sin. One day we will face atonement, but until that day comes we can but carry on. Nobody said being a "hero" would be fun or clean.
... really, the whole quest almost sounds like the writers browsed one of the many debates surrounding the morals and ethics of the Warrior of Light's exploits we have on this board, weighed in on it themselves, and put it into canon. Almost.