I would finish Ares, then on to Svarog. Finishing unlocking a char allows you to use set bonuses, and the tiara set bonus is bonkers. So you definitely want to prioritize one at a time, unless you're thinking of replacing Ares for some reason. Depending on your team, you may also want to prioritize the third hime in line a bit higher as well if she doesn't have natural speed, as typically, that's where the bottleneck tends to happen.