Another thought is to look at the niches they sit in, how valuable that niche is to you (and what other heroes help), who does those niches better and how likely you are to get them.
Anzogh - damage dealer AoE and utility healer.
Alternatives in niche? Not really.
Azlar - damage dealer AoE.
Useful? Yes, everyone should have a few hard hitting AoE.
Alternatives in niche? Guardian Kong is slightly better at it also in red… After update it looks like he’s going to be far, far better - but do you pull at Guardians?
Elena - Riposte. Mediocre AoE damage. Huge tile damage.
Useful? If you like riposte and have other high health and low defence hero’s (and some healers ) then maybe, but the current meta is not kind to hero’s that are both slow and squishy (also applies to Azlar to a lesser extent).
Alternatives? Not in red.
Khagan is miles away… Forget him for this conversation.
The others you mentioned as Damascus/ToT contenders…
Quintus - slow and flimsy again… Also outshone bigtime by newer purple AoE hero’s (Ursena, Mok, Killhare).
Obakan - flimsy, very high tile damage. Underwhelming.
Horghall - huge HP but nothing special, pass!
Joon - definitely! Good snipers damage and blind can be useful.
Malosi… Maybe… depends what you’re coming up against - damage isn’t very high at all, but he does prevent status effects being thrown at you.
So… You say there’s enough there for three.
I’d say Anzogh and Joon are obvious picks… After that everything else has pros and cons, it just depends on how likely you are to pull something better later on?