I would put Marjana in the tank spot. She is a sniper, but she is quite solid, far more so than Melendor or Caedmon, and she punishes the attacker for dumping tiles into her.
I personally don’t like Wu on defense very much and would consider using Chao instead. This is especially true in your case since nearly all your hitters are snipers, so there is a good chance of their specials whiffing completely. Of course, if their specials hit with the buff from Wu then they are probably killing somebody.
So, if you want Wu in your lineup I’d suggest Wu, Tiburtus, Marjana, Magni, Melendor. Wu, Sabina, and Melendor are all quite fragil, so I’d prefer to hide them on the wings, but that means somebody has to be more exposed if you bring all three. If you decide to go with Chao instead you could go Sabina, Chao, Marjana, Magni, Melendor. If Sabina is emblemed up enough and is a bit more tanky then you could put her in the Tiburtus spot in the first lineup too, although Tiburtus will work well with Marjana and Magni.