Themis' issue isn't that she's "weak" per se, the issue is her stats in relation to UP cost (she's stronger than Kerry, naturally, but Kerry's much cheaper). She's essentially a watered down Lilia which is decent for newbies but there are plenty of duelists that outclass her in strength/cost ratio.

Anyways, TC like ZeroZet said, the primary issue to be wary of with using two princesses is UP cost. You will likely want a cheaper duelist (Valkyrie or Bandit, perhaps) as an option if UP is tight. Those two total 42 UP together, which is not cheap.

In terms of Awakening further down the road, Sherry is first, easily. Any non-whale is going to love her buff to gold and silver units (and bronze/iron but bronze are highly situational and iron lol). Sherry is offensive in nature, Lilia is defensive, which you actually deploy in a slot will depend on which you need there and then.

In terms of leveling, make sure your core units (healers, archers, Leanne/Bernice/Gellius and Katie/Julian/Jerome/Zenobia) are leveled and CC'd first. Having high powered duelists isn't going to 3* maps for you if you don't have the rest of the team up to snuff. Post your owned units if you want some advice on leveling priorities.