I have a Tyr and Lady Loki maxed and would say that it really depends on if you want more hit all in your team or another single target hitter.
Lady does not hit very hard in my play, even when some buffs get thrown back it seems to determine damage and misses BEFORE the buffs leave, which is annoying against a Drake or Vela. She is still very effective at that and it is very fun. I have Anzogh and not Kong, but I will say sometimes you just want the more damage, as there might not be any DoTs on a particular team. so maybe Kong if you just need that raw damage for hit all and the cleanse is a nice secondary.
As for Tyr, he is a very nice follow up to C.Marj hitting as he can take out the center target most of the time easily with the increased EDD, and depending on tiles and remaining HPs he can sometimes even pick off the side hit of C.Marj. He is not the hardest hitter, but he is hard to kill, and sometimes (not often, but sometimes) can 1 vs 2 with his revive and a lane to ghost some reds.
As for the rest I have limited experience, but I do have a Reuben at 3:70 who sees very little play as he’s not bad… but rarely see the use of him over my Tyr who he usually slots in for. His hit just is not the best and even at max I don’t see it being enough.
I would say Tyr is great if you need a closer single target hit on a weakened hero, and if not go with one of the hit all either Kong with more damage or Lady Loki with more anti DoT utility.