Valk is the best hero in the game, definitely keep building her if you can. Vesa is good up to 10 star, after that she falls off pretty hard but is still the best healer for modes that you need one (besides belrain who is light). Horus is looking to be all around pretty good, so keep on with him.
Sigmund is good in all modes up to around 9 or 10*, then is primarily a PvE hero for modes like guild bosses, marauders, and broken space bosses. Same with heartwatcher, but she is basically required for marauders and broken space.
So I’d say go to Vesa/Valk/Horus/Sigmund/Norma/Whatever Filler.
Norma is going to be rather redundant with vesa, but she’s already 7* so you gotta take her to 9*.
Also general note, resist the temptation to make any light/dark hero 6* until you have 4-5 copies