Which character has warding breath or steady breath

Depends on IV, teammates, role, and other skills.
For example:
- If he has -def, then warding breath balances his bulk
- If he has -res, then either you give up on his res or you need warding breath and/or distant def
- With neutral IV in both defensive stats, general non-bold fighter setup could go with either one plus distant def seal
- If he wants to focus on melee range, steady breath + close def is probably strongest, and +spd IV is actually good because it puts him in the same spd tier as a lot of other dragons so he won't get doubled. If he has -spd he might consider warding breath just for a little extra coverage against dragons. If his teammates cover dragons, he doesn't care so he probably sticks to steady breath regardless of what seal he uses.
- To focus on mages, obviously warding + distant def
- If you're going bold fighter + QR, steady breath is the specific route (his res won't be especially good so any non-blue mage who can survive a counterattack will probably cause him issues, so that will be the responsibility of teammates) and warding breath is the generalized route

Neither, he has Vengeful Fighter already which does the same thing and doesn't stack with Steady/Warding breath so there's no point in using either of those. I would suggest you use one of the Stance skills instead so he can get a straight statistical boost. Distant Defense and Close Defense are also good options if you have them. This is all assuming you're sticking with Vengeful Fighter of course.