and the third mission of chapter five should be when you realise that these 'Angels' look like abominations and appear in evil red lightning, so they're probably not your friend even though you treat them as allies here. You'll realise that the Harbingers aren't the true bad guys at this point, you'll probably realise earlier in Chapter 3 or 4 if you're already assuming something like this would happen.
In hindsight, Hilda is probably the most relevant witch and you could make a better case for her being the main heroine than you could for the others. Even though she's marketed as the villain. I'd say the four most plot important characters would be Alto, Marie, Hilda and Klaus. Hilda has the best voice/affinity dialogue too, and is probably tied for most useful witch with Sakuya. Hilda has tons of options to turn a bad situation on its head and plenty of range on all her attacks while Sakuya is like a nuke that can one-shot a single enemy or wipe out a chunk of a boss' HP at the cost of lots of SP.