Zephyri main here, sharing my thoughts:
To answer your first question, yes, I look closely at the role each gladiator plays. It's not as clear cut with "tank, scrapper, finisher, etc." as an MMO is, but more or less the same. You've got the right idea with Frigge, with her being a support and a "wall" character, mainly because her abilities are great for that and her damage tree only gets good at the bottom. Also, Frigge is great for using the Blood Brothers passive. She's the bulkiest Zephy, so she can handle taking 2 damage to heal someone else. I always bring Frigge on the field.
And let's look at Bjarrhvit; you're right that she's a frontliner. Typically though, and this may be personal strategic difference, but I rarely initiate attacks with her. I plop her in the fray and make my opponent want to move out of engagement range of her, making them work around her. When they do, I opportunity attack, even if I have to use Brave to do it. Totally worth it, especially considering her first three dmg tree results:
,
,
. That means that even with just three successes, I'm doing 5 damage, moving around them, and pushing them any direction I want. I can push them further from where they want to be, or I can pinch them between some terrain, you get the idea. She's a great disruptor.
And let's look at my buddy Hagal. His damage tree is one of my favorites, and you have a lot of options with it. He's an offensive monster, but also the most fragile of the Zephyri. I never initiate with him, but once a battle has started, I send him in and he wrecks face. Being careless with Hagal = dead Hagal. Sadly, I've been on the receiving end of him being one-shot. However, in long encounters, he works wonders. He heals himself and earns favor, both of which are great for using Berserk. While Hagal has been dropped quickly before, he's also been MVP.
Hroka makes a great "finisher", coming in with a power attack to kill a model. If she can do that and get a kill, she earns 2
, and lets models around her reposition, and this will clear a fatigue off of Hroka (but no one else, sadly).
When you're determining what gladiators to get for filling roles, it depends on the team you're against, really, and what you're play style is. If I know the enemy doesn't have huge damage output, I'll pick Hagal for my "beater". If they're more threatening in terms of straight damage, I'll pick Sven. Ideally though, I like to have two berserking damage characters, with other characters acting as disruptors, so I lean towards Bjarrhvit and (soon to be) Leika, too. Typically, you'll always want at least one bulky "tank", one "beater", and one "supporty/utility" character. Again, the lines aren't hard-drawn in the sand, and some tanks are also support or debuffing (like Otho), other tanks are more for absorbing hits (like Ur-Kek).
What gladiators are you thinking about putting in?
In general, the Zephyri are a bit tricky because you have a lot of options for what you want to do. You have more freedom to move and react than any other ludus, but it comes at a price, so you need to make sure it will put you ahead. This makes them great at applying pressure, since you can pop up wherver you want your gladiators to be to always keep your opponent between a rock and a hard place. However, use these abilities improperly, and you send yourself into a really shitty situation.