My Team Possibilities?

From what I can see, a good team for the current meta would be:
Ninian - Because she's a dancer for starters, plus would be good for dealing with characters like Lucina, who has 19 RES on average and a triangle disadvantage. Also has Wings of Mercy which is overpowered for a dancer.
Robin (M) - For getting rid of threats such as Takumi and Kagero. If you can give Robin Triangle Adept as an A skill later, I would greatly recommend that, because it boosts his purpose.
Sheena - Tank with all around good DEF and surprisingly good RES for an armored unit. (33 on average). You can easily use her as a meat shield for your mages, and I'd recommend inheriting a skill like Pivot or even Swap to increase her mobility to be where you want her to be. Wings of Mercy (B Skill) would be a good option as well to improve her movement in time of need.
Tharja - Your best option for an offensive red unit is her. Chrom is good with attack, but his speed is just sad. I haven't used Henry yet, but fighting him in the Tenth Stratum is challenging because of his high defense. Tharja has the speed however, and Darting Blow 3 just makes it better. Consider her your main in attack.

If you were planning on an Archer instead. Perhaps replace Tharja for it. Virion is a decent archer but he's better suited for giving other units Astra. Niles is the only archer with a Killer Bow but his attack is terrible. For damage output, your best bet is Tharja. If you have either a Gordin, Jeorge, or Setsuna; consider them as candidates.

Shearna is a good unit, I hear, but I have never really used her beyond the story, so I wouldn't know too much where she'd be good.

I would consider making sure that Nino/Tharja isn't -speed. Otherwise, Eirika+Nino/Tharja has proven to be devastating. Consider giving Eirika reposition because Nino/Tharja are incredibly vulnerable after they attack.

Ninian is a must as she's the bonus unit and has the powerful dance move to save your nino/tharja or net them another kill.

Sheena is incredibly balanced with defenses and can effectively be used to draw aggro for tharja/nino. However, I think you should use Sharena as your attack value will be peanuts without her and resist walls may destroy you. But Sheena is currently one of your 5* and has the best defensive stats and fills the role of tank better.

Edit: Note that Robin (M) is incredibly useful. He may not be the best attacker unit, but is incredible on well-rounded teams. However, that requires a substantial hero pool. Basically, level him after you get your main team going.

I think ninian, eirika, nino and either corrin o sharena make for a great team.
Ninian is possibly the best dancer, and nino is arguably the best mage together with linde, so i think you should center your team on them.
As such, eirika is an all around great support, even if she is not the greates red attacker, and goes particularly well with nino.
Corrin ir also great with her since nino greatly appreciates her buffs and debuffs, and is a decent tank on her own.
I havent played much with sharena, but i hear she is another all rounder that can help balance a team, specially against the red infantry.
Y suppose that team may be somewhat soft to takumi though, so you may need to consider bowbreaker somewhere on those 4.