Tiir: the despicable psychopath that people see him as in-universe, with his kinder moments not even remotely making up for what he's done, or a Jerkass Woobie who commits vile acts but is unable to fully recognize that what he's doing is wrong, due to a screwed up moral compass?
Sion: The Woobie who's sincerely doing his best to do what's right for the world, or just a hypocritical jerk full of Wangst?
Gastark: a bunch of racist, irredeemable assholes, or a country that's Not So Different from Roland (assuming, of course, you don't hate Roland too)? They might actually be the biggest target of this, especially due not getting the Sympathetic P.O.V. until the sequel, which the anime doesn't cover. This applies more so to the Orla siblings, though, as Lize barely has any screentime in the anime and Riphal, at least, is Affably Evil.
Complete Monster: The anime version has Lir Orla. In flashback he and his Siblings in Crime murdered thirty-eight Alpha Stigmas who were under Tiir's protection; the victims, most of whom were children, were butchered so that their magic could be extracted and weaponized. In the present day, Lir acts as a assassin for King Riphal of Gastark, assassinating a duke who had outlived his usefulness, and then trying to take out King Sion of Roland. A few weeks later, he tracks Tiir down again, and massacres another group of children who were in his charge, gloating the entire time about how they're monsters and no one will care if they're exterminated. Essentially a swaggering street punk who managed to get his hands on a Ring of Power that turned him into a Hero Killer, Lir possesses no redeeming features, and unlike King Riphal, who wants to end war, he is just a sadist who finds murder more amusing than anything else.
Among the Japanese fandom note Most Western fans are only familiar with the anime, which Pia doesn't appear in beyond The Cameo, Pia ranked quite high on the popularity poll, beating other fan favourites such as Tiir and Lucile.
Sion in particular seems to be a magnet for this, given that he's also had minor subtext with Lucile (who even jokes at this to tease Ferris), and more than a little with Froaude (more so on Froaude's part, than anything). As of DDYD 14, Froaude's feelings have gone from subtext to just plain text.
Sion tends to go between this and The Woobie. Goodness knows he tries to be as strong as he can, but he has his moments where he falters.
In spite of everything that life throws at her, Ferris, unlike Sion and Ryner, prefers not to sit around and angst and generally goes out and gets things done.
Toale, whose life is essentially ruined when Roland invades Nelpha and yet continues smiling and refuses to feel sorry for himself even when on his deathbed.
Jerkass Dissonance: Despite being one of the biggest Jerkasses in the series with few redeeming qualities besides his loyalty to Sion (and by extension, the kingdom), Froaude manages to be quite popular with the fans. Tiir and Lucile could also apply, but they at least Pet the Dog once in a while, which contributes to their popularity; Froaude appears to be liked primarily because he's such a jerk.
Narm: A later episode of the anime has Sion conversing with Froaude, despite the latter apparently being in a different location. Then the camera swings around and we see that Froaude was standing outside Sion's office in the hallway, talking through the door. It may have been meant as a metaphor, but it looks ridiculous.
One True Threesome: Ferris/Ryner/Sion, due to all three being best friends with at least some degree of emotional dependency on each other.
What Do You Mean, It's for Kids?: Despite its supposed shonen demographic, it does nothing to hide the fact that it takes place in a Crapsack World, filled with matters such as rape/sexual abuse, pedophilia, prostitution, torture, genocide, etc.
The Woobie: Nearly everyone at some point or another, what with this being a Crapsack World. Aside from those already mentioned, Ryner in particular deserves many, many hugs. Eventually, he becomes an Iron Woobie.