What areas of lore would you like to see more of?

[Cilia]

I'd like to explore aetherology, aetherochemistry, magitek, and cybernetics. These are all very deep subjects that are brushed over in-game, at best.

For specifics, I'd like to know more about Heaven-on-High, the House of the Crooked Coin, and Prism Lake. These are all very mysterious landmarks with no real explanation as to what they are.

I want to see more conflict between the protagonists. I want to see some of them come to loathe and even betray each other. It'd feel more naturally them always coming to agree and tolerate one another, I feel.

I'd just like to point out this is asking for characterization changes, not asking to learn more about the world; the Scions (sans you) have been working together for years. If someone was going to fully betray them or interpersonal conflicts come to a head, they likely would have already. (Note that Urianger does go behind everyone else's backs with the Warriors of Darkness plot, even if he never fully betrays the protagonists.)

A story being dark, "gritty," and cynical does not automatically make it better, I feel it's worth mentioning.

[Megidolaon]

I'd like to explore aetherology, aetherochemistry, magitek, and cybernetics.

+1 to this, with an emphasis on aetherology and aetherochemistry.

I'd also like to know more about the physical and metaphysical properties of soul stones (as well as whether or not they contain a degree of sentiency) and crystals (the uses of deaspected and empty crystals, whether or not it's possible to 'refill' an empty crystal or tilt the balance contained in a deaspected one to one more desirable and whether or not it's possible to create synthetic crystal in a process akin to refining ceruleum).

I'm also hoping they explore the implications of Rowena owning a node fallen from Azys Lla and whether or not she uses it to read those tomestones she's said to be selling off...