Unless I am mistaken, both Bard Archetypes you mentioned are associated with Sarenrae...
The down side of this is that she is something of the quintessential 'healbot' deity in Pathfinder. Of course, she is also associated with flame, so if you wanted to focus more martial, you certainly could.
The fact that the Bard is planning to go Shadowdancer could open up some interesting RP opportunities as well.
On a completely different tack, my personall favorite Pathfinder Deities are Milani & Kurgess. Milani even has some ties to the River Kingdoms, as one of them not too far away is ruled by a Paladin of hers.
Basically, I would really recommend you pick a deity first & then figure out how to incorporate your 'team role'.
Other than paladin, is there a chance to build any kind of mounted fighter or is that a waste?
I think the current plan is for the cavalier to become king. We all liked the "knight" being a King kind of deal.
I started to think, I wonder if dropping the divine focus and going something like investigator or alchemist may be fun. That way we have three characters who could contribute to some healing as well as using cure light wands/ my potions. Do you think this would be enough healing for Kingmaker?
Inquisitor of Erastil would fit in perfectly well. You can both do damage and heal, and if needed, step into melee.
It's a very well balanced class, and i had a great time with my inquisitor of Abadar.
Would you do ranged or like a two handed build?
Either one works for Inquisitor, what would be more fun for you?
And you can do both, you know. With a good strength and power attack, you're acceptable in melee. Three more feats make you a tolerable archer.
I may try to build out a melee inquisitor, may have to find a good guide, as I have never played one before. Thanks!! Any advice on building one?
Our GM likes RP more than combat and intends to focus heavy on the kingdom building and the extra stuff from Ultimate Campaign book. Our bard, is more about stealth, espionage and that kind of stuff, that is why she is going shadowdance and an archetype that gives more self-buffs and focuses on dex (I think Lelianna from Dragon Age). The cavalier is almost stereotypical knight stuff, rise up from almost peasant to King kind of deal.
Less religious than Lelianna though.
You already have a solidly built field, I would recommend a divine character like oracle as an "all rounder" as you have sufficient tankage in the cavalier (Kingmaker is great for the cavalier).
As for King, it's your highest charisma character ideally, probably the bard (he can make inspiring speeches). Your Cavalier should become General - all the kingdom roles pan out well if you pick the right person. Ranger is best off as Marshal, wizard as magister, druid could well be High Priest.
I second this one, an inquisitor of Erastil would fit in the game just brilliantly.