... frankly, I'm not sure I see Baldr being very useful to begin with. Looks very capable of taking the hits, has nothing to direct the enemy attacks unto her to actually take advantage of her durability and has nothing else going for her as far as I can see.

I can see what you're aiming for with the Shingen + Uzume + LGabriel combo though, seems quite focused on self-buff and building up the Burst meter ASAP, but even with either Demeter or Attar taking up a slot that's still one spare space for 1 more hime just based on the those you've listed (unless we fill in the entire main party with them) so unless there's someone in the picture I'm missing I'm not sure I see the points against Diana, especially given her potential synergy with other himes such as Forseti, LAmaterasu (or a Soul with Sniper Shot) and Sati/LCaspiel if I went the way of plying on the debuffs. She just seems rather versatile, unless I'm looking at her all wrong.