The problem here is that if we don't send in strong heroes, we're almost certain to fail.
In terms of roles: Arandor, as a powerful hero, works better against a large number of enemies, so he's more suitable for the main quest.
Relkhiras... Well, he could work. I'd say that for the quest involving Alzina, we should send either Relkhiras or Min. Subjectively, I'd prefer this, but I can't be sure if it's the ideal option for us. Objectively, Relkhiras should also perform well against a crowd, as he has AoE attacks.
Your Messer is strong and fast, a very good option. Also, due to the Willpower checks, there's a high probability that these checks will be needed. It's likely to be something related to magic or exploration.
Torir – if Alzina needs protection, he can help with his control. He's also immune to negative effects. In general, both Torir and Sigurd look good for Alex in this regard. The only problem is their accuracy (especially Sigurd's) and Torir's damage.
Deliy – removes negative effects, can resurrect, and can fly to avoid being targeted... Yes, he's a top-tier support hero. I just don't know if he'll want to go on the quest without his friends, and taking all three heroes might be a bit risky (the weak point is Kataviana).
So, that's how it is. Based on this, I'd send Min, Messer, and Deliy, but I might be biased.
A couple more points about the quests in Heckelia.