Defense Team?

In my experience, horse emblem has given me the most defense wins. I'd suggest Xander, Brave Lyn, Azura, and Nino.

IF you are going to run a Nino team Ephraim covers her way better than Eirika IMO since he can hit reds, especially if you put TA on him. For defense I wouldn't suggest Nino team though since that would require the AI to keep Ephraim or Eirika or just the right person.

Black Knight for sure. Give him quickened pulse and quick riposte with that Black Luna and he'll pick some wins up for you. Definitely a dancer is great. Brave Lyn as well, not quad build unless you're running multiple other horsey emblem hone cavalry units. Nino's less great on defense thanks to her poor defense stat. I'd try to find another unit that fits that last slot. If you can't, Nino's fine, just high risk high reward.