My favourite Elliott character is Sanglant, no question. Of course I like Alain, but I liked him better in the first 2 volumes when he belonged in the ranks of the nobility... just kidding
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My favourite female character would be Theophanu. She's so secretive, but at the same time very intelligent, totally opposed to Sapientia, who IMHO is very irritating.
I haven't read the jaran series, so my choice was limited.