That team is amazing, especially as a starting lineup, which means you still have all of the leveling, achievement, etc lapis to look forward to. Don't expect too much challenge for a long time with a roster like that
Definitely always farm colloseum every time you have orbs available. Some of the best stuff is from the higher ranks. The only two fights in the whole colloseum that are difficult are the final S-5 bosses of both ranks (Europa and Frost Dragon). Once you complete the current story (fought Veritas) then you're done until the next content patch.
Things to focus on would be:
- finish all sidequests, even if you don't need the rewards (for the trophies)
- farming player rank to expand your energy pool (farm rank 2 esper battles)
- unlocking and then crafting hero rings (finish 30 trophies, then farm a bunch of ice/fire megacrysts)
- leveling your espers to rank 2 lvl 40 (farm megacites from explorations)
- farming trust mastery (grind earth shrine a million times)
It's also not a terrible idea to build up a stockpile of sacred/holy crystals by farming awakening vortex just so you're ready for future units. My 3 vortex dungeons for the daily each day are farmed on INT awakening vortex, and I've got like 70 holy and sacred crystals available for when I need them.