Aye, he means Thetis (The platinum Valkyrie), she's immune to status effects (like paralyze) which show up now and then in events... including this next one. In those maps she's very, very good to have. You're also somewhat short on pure duelists, so Thetis does make sense when you have time, maybe not the first thing to awaken though.

Having said that, as an all purpose unit, I would prioritize Adele, her 10% HP bonus to everyone takes a lot of pressure off your team as a whole...
Olive is good, but I don't think she'd be able to tank more than one lich, even with her 30 MR, her health pool is way too low, especially without Adele / Aisha.
Nanaly is pretty good as well, though I'd probably awaken Minerva first.
Minerva is the sole reason I'm able to do Crystal keeper G. With the prince down she can one shot the eyes (I also have Anelia though).
Gellius is hands down the best _tank_ in the game, ultra high HP and a great low cooldown defensive skill (for some reason most of the black heavy armors have offensive skills) so awakening Gellius is never a waste (Mind you his cost goes up by 2) - he also gets 10 MR from his awakening.
Sasha's ok, wouldn't really say she's a priority, but still pretty good.
Marnie is good, but she can't be awakened yet (Dancer awakening doesn't exist yet) her awakened skill reduces the cost of your Melee units by 1 - easily the best dancer after awakening. So no rush here.
Lyla is an amazing high damage duelist and having a high HP lightning rod to soak ranged magic attacks is always good. Also nobody likes Conrad!
Elizabeth will be amazing for this next event if you can awaken her, she'll get bonus damage to undead, and some more range on awakening - and this next event mostly undead (don't think liches count as undead for some reason).

Sorry that didn't narrow it down in terms of order... if you're only looking towards the event next week i'd say Adele, Elizabeth, and either Thetis or Lyla... (Though you'll need more than 2 healers).