Cu would be good right now and improves in July with Awakening. Azazel is not very impressive right now, but becomes an absolute BEAST in September with her Awakening - maybe the strongest Wind Hime to date still? Well, don't quote me on that.
There's also Hastur, who has an all-around good skillset. However, despite her having a A Def debuff, you'll probably replace her sooner or later.

As for your team, it's fine already, really. SSR Cybele + Ambush + Friend Hraes = -50% Def. You might want to take Gaia out for content where you don't need to play defensive for somebody more offensive - basically whoever you MT.