Going through your roster, Headstrong, Cold Stones and Resonant Evil are the three you should focus on right now for reasons listed above but I will summarize just in case something was missed.
Headstrong's passive basically makes her throws provide cripple and armor break which can be a great asset against certain opponents, especially given how many of her Blockbusters are considered throws.
Cold Stones works off of his throws as well, and also has good stats in general, the fact you have three of them means you're in a good spot if you don't mind having multiple of the same type.
Resonant Evil requires a bit more RNG due to the percentages, but the armor and stun can come in the clutch against opponents who have higher hit combos. (Personally, I think he is a stronger AI opponent than player usage but that's just my take)
As for your Valentine question, it does bite that she does feel underwhelming all around. Most of passives are "okay" at best and Last Hope and Surgeon General get their best value by not being out on the field initially.
Considering how new you are to the game, I would focus more on finishing story mode as mentioned above and keeping track of your relic drops. I would also recommend to only buy the Premier Relics at the 10+1 value for the time being until you have a few golds in your pocket. At your current spot, any gold is a good one just because of how valuable they will be in future story challenges.
Once you get a team of three golds, you should pair them up and start leveling them so you can beat tougher challenges in the future.
Also be wary of future nodes in story mode which require circumstances that you may not be ready for (using 2x big bands, bronze only, painwheel only AND bronze only). Make sure you are using as many fighters as possible, since it was painful for me to find the few challenges I didn't have the right setup for and had to grind out the needed characters to make it happen.
If I missed anything or if you have more questions, feel free to ask.