At this point, I would level a second Eve, Zim, Proteus. I would choose Leo for yellow, instead Neith. And nothing for blue yet. It’s bad enough you levelled the useless Captain, instead to level a second or even third Sonya (especially because her costume is great).
And no, I wouldn’t strip of emblems Drake and Hel, for Jab and Onatel. Drake and Hel are among the best heroes in the game and definitely in top 5 flanks in the game.
But I would strip Alby for Zim. In my opinion, Alby doesn’t need emblems so much like any other hero, because his position in defense is protected enough (being left wing). But Zim is fast and very useful everywhere and your only fast cleanser (that’s why I told you about Sonya’s costume). Evelyn and Zim are the fast components for the most lethal attacks in this game.