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N is somehow the best, I'd say. There's nothing particularly offensive about his character, his motives as an antagonist in BW1 are screwed up, but he has established reason to be screwed up, realizes the errors of his ways, and redeems himself by BW2.
Zinnia is a shit human being and reeks of the sort of character that would star in a self-insert hijack fanfic, but at least none of the other characters in the game like her, she's only around for a maybe two hour long postgame epilogue, and it's easy to trick yourself into thinking the game wants you to hate her. I actually find her a little fun if I approach the game that way. But even then, purely as a character, she's by far the worst in just about every department.
Lillie is fine as a character herself, if utterly fucking boring, but the game centralizes itself around her way too much to the point it ruined the last island for me with how hard they pushed her on the player. There's a very noticeable rise of the ratio of cutscenes to actual gameplay in areas where she is present, and more entertaining characters like your two Rivals are totally sidelined at the end so they can push her on you more. Wouldn't really say that's a problem.with the character herself, rather a problem with the story itself.
I don't really like any of them, except Zinnia is fun to hate.
