Normally you should unlock Mordred > D'Art > Jeanne
If you have a Hime which offers BP then Jeanne > D'Art > Mordred
If you have a Hime with B-Frame def down then Mordred > Jeanne > D'Art.
You will need those ex-skills also for your other teams, if they don't cover anything... Therefore those 3 at first.
Don't forget to get Gawain because of her ex-skill "Ambush" which offers 20 def down A-Frame.