Honestly I find Discord chat easier for strategy discussion. You can pin messages and it is easier to scroll back and read previous comments.
I did have a few thoughts on each character.
Valeros
Lini is the only character that may not be using melee or ranged combat so 3 Blessing of the Samurai and Blessing of Shizuru seem like good blessing choices. Also Kyra would do well with swords so running Greatsword to pass off would be useful.
Kyra
The product page says we are using Mummy's Mask so Restorative Touch seems good. And adding +4 and the magic trait to swords actually makes Longsword her best weapon next to Valeros's Greatsword. Having access to UM with a max of 5 spells is just cruel.
Lem
Bards are great but this Lem will struggle in combat. He has access to 1 good attack spell and is bad with weapons. Also they can't be his favorite card. As much as I like the Scrying spell and the bard buff Lem might be our weakest option.
Merisiel
She gets Ranged instead of Disable but the Rogue deck has some nice bows. Blessing of the Quartermaster is one of my favorite blessings.
Lini
She has a good hand size but as mentioned before she struggles with non combat checks and has very little support beyond blessings and healing.
Line and Valeros are the only characters that are assured of having a way to fight in their opening hand. Merisiel can evade but on top of Valeros providing a local bonus to combat checks maybe taking the Daredevil role is a good idea so he can bury a card to take fights for local characters.
As for who plays what does anyone have a preference?
Here some strategy notes for this scenario...
In general, we should target locations that have checks to defeat earlier, as their difficulty will just go up over time.
Some obvious things: We should hit The Guardian Vault once 4 locations are closed and go to the Catacombs last.
Notes about locations...
Alchemical Laboratory: This one will be difficult for any of us to close without a way to exchange one Intelligence/Craft for another check. Ideally someone can go there alone that has a way to handle 1d4 Acid Damage.
Crypt: Will be good for Lem and Kyra eventually.
Elemental Trenches: Also later, ideally for someone that's not holding Acid, Bludgeoning, Cold, Electricity, Fire, or Poison cards in hand.
Hall of the Crocodile Kings: I don't like sending Kyra off alone, but the Henchman and Closing Henchman can only really reliably be done by Kyra. Lem may throw some Scrying that way when he has a chance. Most of us can fake a skill that we don't have once, but hitting two acid pools in a row would be tough for most of us. I suggest this one happens as soon as possible as the difficulty will get harder as other locations close.
Sculptors Lair: Probably not a good one for Merisiel as she's the most like to overkill dex checks. So it is probably good for others to hit early.
Next steps...
Putting all of that together, and assuming Val closes Mumia Labs, it probably makes sense for:
Kyra to head to the Hall of the Crocodile Kings
Merisiel to head to Alchemical Laboratory or Elemental Trenches
Lem and Valeros to hear to Sculptors Lair.
All that being said, this is just my proposal and what's in our hands and such can change these ideas dramatically. I'd prefer to group up as much as possible but a number of these locations are not friendly to that.
Strategy Notes: Part Deux
I think in general we should attempt to stay together. Between Val and Lem, we get a lot of support power, particularly when faced with the increased boons in these decks. And getting Kyra to regularly throw down heals will also be great locally. Also we should be trying to close as many locations as possible before we try to win it. Merisiel, of course should feel free to range as she decides it makes sense.
Location Priority
1. Oasis Forced
2. Scorched Obelisk Gotta get that Mind Crystal. There are no Story Banes so we have to close it the hard way. It will probably hurt some of us, so grouping up and healing will be important.
3. After that, it's less important which one is first but here's who has the best chance to close/benefit from each location. Noteably, there are some locations that Kyra in particular can close much better than anyone else.
Alter of Riddles - Kyra
Eternal Arena - Any (Particularly someone that can move outside of move step. I'm not sure if the location power hits you when you move to it.)
Scorched Ruins - Valeros/Merisiel (note that it has a universal closing benefit that may help with Lost cards)
Stonework Passages - Kyra
The Shiny Bauble -Kyra/Lem (note that the "When Permanently Closed" is "At This Location")
Vault of Hidden Wisdom - Merisiel/Lem
All things being equal after Scorched Obelisk, I would suggest Valeros/Merisiel head to the Scorched Ruins and Lem/Kyra head to the Shiny Bauble.