In modern DMM, Sherry, Thetis and Lyla are the most useful in your list. The best/most popular princesses tend to be capable of avoiding damage(the blacks, Sherry) outright instead of taking damage. Thetis covers your need for status immunity anyway.

Also, if you use any gold units, Sherry is immediately far better than Lilia since Sherry's passive effectively turns golds into plats, statwise.