Ensemble Darkhorse: Through the reveal of their backstories and their character development throughout the comic, both Alopex and Old Hob have become this.
And then there are Bebop and Rocksteady. Fans are delighted to have them in the comic, and even more so when they are revealed to be incredibly dangerous while still keeping loyal to their dumber-than-a-sack-of-hammers characterization.
The Mutanimals in general are this, thanks to their constant badass moments, variety of personalities and how, much like the turtles, they have become a true family all their own.
Also Don/Alopex, particularly for those that feel that Raph has enough female mutant/anthro love interests (Mona Lisa, Ninjara, Mezcaal) and that the other turtles deserves a chance with a female mutant/anthro love interest as well.
Jerkass Woobie: There is no doubt that Old Hob is a complete jerk with violent tendencies and one very deep-seated grudge, but after seeing his backstory, it's really hard not to feel sorry for him.
Alopex applies for this as well, since it's revealed that Shredder wiped out her old pack so that she'd be left with nothing but the Foot Clan. She's only remained loyal for so long because she's been looking for a chance to kill him.
Moral Event Horizon: Dumber-than-a-sack-of-hammers they may be, Bebop and Rocksteady hit this when they nearly killed Donatello, Bebop holding down the turtle while Rocksteady smashed his back with a sledgehammer.
Nightmare Fuel: In #23 there's the sheer amount of mental torture Leonardo is put through before he winds up joining forces with the Shredder.