Gaia and Freja have synergy with the whole Guard+Intercept thing. And you'll probably always want Cybele for the B debuff.

The last one can be whatever. Need heals? Nike. Scathach has a Def debuff, it's weak but sometimes you need that. Zephyrus has weak heals and a really powerful Atk debuff (Zeph + Cybele + Joan = half damage taken). Puck has further synergy with the Guard+Intercept+Berserk combo.