TBH, Zero turned out to be the weakest character of this anime. Sure, she was cute and amusing, but she had barely any character progression, and didn't really face any challenges nor hardships that wasn't just her feelings. I'm talking about the drama of her feeling hurt the Mercenary got brainwashed by Thirteen to distrust Zero, which actually is mostly her fault for sending the Mercenary away making it a problem when she had already caught the problem early before it became a problem. The Mercenary on the other hand was perhaps the best character of this anime.
I wouldn't say Thirteen was a good character per see, but there was interesting things about him that made him better than the typical evil doer, and I think most people missed the nuanced details and just think of him as an evil doer. If what he says is true, Thirteen didn't actually start the civil war nor plan for it to go the way it did. The plague started it, and he says he just went around teaching people magic, and letting the new witches decide whether they use the magic for good or evil. Apparently the rogue witches started using it for bad purposes of attacking humans, which got the humans attacking all witches. The new witches eventually started fighting back against the humans, which cause the humans to fight back against all witches even more. When it got so far out of hand (witches killed an entire town), that's when Thirteen decided on his plan to cause the new witches to attack him (thus suiciding by the witch pact) when he sided with the humans. Apparently from what Thirteen says, he wasn't even forcing the new witches to kill themselves, the non-militant witches who refused orders to attack the humans (him as witch of state) would be spared, thus only eliminating the militant witches and ending the civil war. All that is way beyond typical evil doer villainy, it's more anti-hero "playing the villain". Again, he's not a great character, but there was more going on with him than just being the bad guy which I think a lot of people thought.
Albus was a pretty annoying fifth wheel during the first half, but she actually grew a lot towards the end when she had to face the consequences of her actions. Having to face that she was wrong, what she was part of, and being branded a traitor by her own organization of new witches, she became a better character with more depth. It wasn't substantial, but noteworthy considering how how superficial her character was in the beginning, and when compared to very little growth of Zero's character. Holdem, the Wolf guy, was probably the second best character after the Mercenary. He was just so likeable and charismatic during the second half despite his plotline of being Sorena's and Albus' man-servant being so bland. He had a really good dynamic with the Mercenary (which most other characters did as well, which is why I think the mercenary was top character).
There's only a couple of unanswered questions though, what was the deal with Wolf-Guy's three slave girls? And why did Thirteen have to kill all the other witches in the caves? We'll probably never get the answer to those two questions, as they seemed to only serve as things to make us think the worse of the Wolf-Guy and Thirteen when we're first introduced to them. I really would have loved to see how those just looked bad, but in actuality wasn't as bad as it seemed. If we re-examine the three slave girls, nothing the Wolf Guy was saying during that time was the truth about how he was hiding witches from the church, it was all to poke at the Mercenary travelling with a witch, which Wolf Guy knew by sniffing Zero, a fact that was revealed much later on. So there really is a potential that the three slave girls thing was something more benign. But the show just sort of forgets about it, sort of like with Thirteen killing everybody else in the caves "just because they're useless" or something like that, so I have my doubts if we'll ever know unless it was in the source material.
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