At this early point I highly recomend to feed with color, it will speed up your growing in long terms and you will have much better results with wars, titans and rare quests.
Finish second Azar (and her costume), if you won’t get anything new you can max Jahangir, he will be helpful in v.fast raid toutnaments
Finish Berden and Issthak (both are better in costumes) and them max Belith with costume.
3 maxed 3* in every color is the moment when you can start working on 4* and Melendor will be insanely helpful at the beggining with his huge heal and useful later too.
I would max Karil or second Valen and then focus on Grimm, he is very useful 4* and def down is one of the best abilities in game, later Sonia is wirth to be maxed.
Finish second Bane, then I would finish Kailani, damage sharing will help you a lot with hard stages.
Hu-tao is meh but its worth to max him (If nothing better comes), he will be stronger than 3* and can work in def team for a while
Nothing to do, put purple feeders in something else until you pull something.
Personally I think that costume chamber and valhalla are best places to spend diamonds at this point (atlantis is very good too but you can pull there with coins for now)
Also you should be able to beat 4 level in rare quests which will give 3* unfarmable mats like compas or hidden blade, you will need them for 4* and 5* heroes, you can also beat rare difficulty in monthly events for some good loot.
If you will have problems with beating them you can tag me by using @Radar1 and I will help you more specific with them.