Since you are in war, I’m going to also assume you hit titans, and also that these are your best heroes and that none are leveled, as you don’t mention anything else. By the time you finish one or two, you will likely have new options to consider.
I’d prioritize things this way:
Yellow: Wu to max, then evaluate the options you have. Honestly, Chao & Li Xiu are both okay at what they do, but aren’t stellar. You’ll probably want to level both and play with them some so you figure out which one you like better.
Red:
Boldtusk, Scarlett, then evaluate the options you have. I’m leaning towards two 4* heroes here, as they are very good, and while Marjana is also good, she requires more materials, and Boldtusk is more important to have leveled. I could see Marjan second, but I think Scarleet should alos be done first.
Blue: Kiril, Girmm, then evaluate the options you have. I love Boril, but he’s not everyone’s type of hero. Sonya is a fast cleanser, which is useful. Isarnia is very powerful, but again a 5*, when you need some 4* depth.
Green: Melendor, then a fresh evaluation - but not Skittleskull. The other 3 greens you list all have roles, and are useful.
Purple: Rigard/Sabina/Tiburtus in some order, then evaluate. Khiona is good, but again, a 5* hero.