Who to promote

I would go with Kagero she was one of my first promotions and I use her alot

Nino just merge to +10 she is common so yeah
Sharena and Anna yeah they're unique but Kagero is better
Valter and Legion are good but better units exist

Go for what you need the most
mage check? Kagero
red melee counter? Sharena or Valter
and so on...
you get the idea

Sharena and Anna area good options since each of them are Arena bonus characters 2 out of every 6 weeks.

Nino is always good to upgrade, though +Spd/-Def Nino is a little more ideal.

Female Robin is underappreciated in this current Meta, but not as strong long-term.

I wouldn't bother with Kagero right now. She struggles in this current Cavalry/Armor infested meta. Legion's okay, but not as strong of an option as the others.

Valter is really strong, though he competes with a lot of other really strong blue flier units (Hinoka, Cordelia, Tana, Summer Corrin).

1. Valter
2. Kagero
3. Nino/Legion

That's my personal opinion. I use my +2 Valter a ton, he's really great. Kagero is pretty good, but not a lot of people use infantry units that much.