That took much longer than I thought.
With his heavy armor and no penalty due to such, along with his high health and damage reduction he's a force to be reckoned with in melee I wager. At least, I think, I'm not entirely sure what contributes where in combat, stat wise. He could be used as a backup ranged attacker, but really that's more meant for enemies he couldn't normally reach on foot. Essentially, a guy who wades into the thick of it and gets stuck in. I wouldn't suggest during due to sheer dent that he needs to focus on dodging, taking, and giving out hits instead of something that would probably take him a few tries to figure out.
With his twohander, flying, and good stats Thales can be a horrifying harasser to the enemies, essentially forcing them to only be able to attack when Thales flies in for his strike unless they got ranged options. He'll be a ranged user's bulls-eye however I bet, since if he flies he's a big target so I wager you might want to take some precautions around arrows/bullets/spells flung your way. However, sadly for them, you'd have the best access to them by sheer dent of being a flying bastard with a big sword, so I foresee them flinging an arrow or two at you, then you ventilating them a few new air holes. You even count as a backup mage, I bet although I have no clue what kind of spells might be at your disposal. Thales can fill either a magic or melee roll very well, and due to the natural height advantage he gets he can attack almost anyone if it isn't an enclosed space, even then if clever enough.
Rurail is a monster of a flanker with his weapon choice and strength. Most enemies will have to get in his range to attack him in the first place, and with his strength that's not going to be a good option for some. He can hold his own in one to one combat, but he really shines when paired with someone, and amusingly enough shines very well with Jewel due to their respective ranges and abilities. Jewel, due to both his size and weapon choice, will need to get relatively close to enemies compared to Rurail's long weapon and larger frame, to where they could easily be a dynamic duo to be reckoned with. In order to get to Rurail they'd have to get past Jewel, and not be stabbed/kneecapped in the process. That's just on land, in sea, well, I'd wager he's a terrifying tornado. It's his element, and while there he doesn't need to be a flanker, he can do someone some serious hurt just fine all by himself.
Nathan is essentially what Max said, he's the everyman of the group really. Able to step into melee, possibly work some magic if needed, attack from a range with a pistol, rifle, bomb... If there's a spot that's lacking, he can fill it. This is very invaluable for a fight as most plans only last until the swords are crossed, and having someone who can back up someone in their respective niche is very useful if things are going a bit tough. There probably won't be a situation he himself won't have an answer to in at least some way, shape, or form be it a blade, a pistol, a rifle, or a bomb. He can selectively target those who get in our way the most with his rifle which does damage that is hard to resist and nasty to avoid.
Daeth is obviously our dedicated spellcaster of the group. With spells that can pull of a wide variety of effects he's both a utility and possibly blaster, but with this group utility is as dangerous as blasting. An enemy that can't get back up is a dead one if one of the strikers are nearby, and an enemy that can't fight as well is a lesser enemy. Admittedly, I know the least about Daeth so I can't really contribute much on the ramblings here beyond 'he's our spellcaster, he does the magicks that makes the bad guys fall down.' He also possibly has the whole team who he can tap as 'mana batteries' due to half of them not having much of a use for magic or inability to use it. However, with what I discovered, this may be a dangerous proposition...
Mana is a secondary health system.
I don't know if Ross intended for this, or if he did and was just waiting for us to take note in a 'lets weaponize this' kinda way, but running low enough on mana kills you. That's something we all know as 'Soulbreaking,' but Ross also let slip that those who don't do magic just... Die. Since they don't do magic, their mana is rather lacking.
Essentially, you find a way to damage their mana, drive it low enough, and you forcibly soulbreak them. Obviously not advised on mages, but with warriors or those who don't use magic, well...
There's no mana damage soak that we know of, no way for it to recharge outside of a long rest or it being given up by others. This, this is true unblockable, unsoakable damage if done right. The only flaw is the fact that it has to be done on those who cannot use being forcibly soulbroken against you, so mages and the like are obviously out of the question.
This may be something everyone's already figured out already though and I'm just slow here though...
EDIT: Dammit, I double posted, completely forgot I was the last one who posted.