On the surface, the gang is just a happy found family but
Lindon has struggled with self worth all his life, being told that if he was murdered his clan would have to apologise to his murderers, and generally being treated like he's less than dirt. He didn't even start to see himself as important or strong until book ~eight that's how deep his insecurities ran. That is 3 years away from the valley, as a guy in the top 16 of the Uncrowned Tournament. He still felt lesser. When he saw his family again it all got worse and set him back probably months on the measure of his self worth because they still saw him as a useless unsouled. It makes it worse that his underlord revelation was literally "I practice the sacred arts because I don't want to be useless anymore".
Yerin has abandonment issues. Her whole village got killed by a monster, a monster that then lived inside her. Then her master got killed and she was left alone again and in her povs you can see how deeply this affected her, especially in the early books. She was enraged that the Sandvipers attacked her and Lindon whilst he was advancing to Copper because it was cowardly, sure, but she also thought "they wanted to leave her alone again. That was unacceptable." Her Underlord revelation was about never being alone again. She always panicked when Lindon leaving was mentioned; when Cassias told him that they would send him home she froze up, worried that Lindon would leave her alone. She didn't want him to leave her behind, the mere thought of him leaving her frightened her.
Eithan has a deep set loneliness and is the antithesis of what he wants to be. He has been ahead all his life. A prodigy, a genius. But that means that he left all his friends behind. He had no equals, still doesn't, even among the most powerful beings in the universe. He was alone his whole life. When he manifested the broom icon for fun, a bunch of people killed themselves. He wanted to be a healer but he became the literal God of Death. He found a way to reverse death to manifest the Life Icon, and instead manifested the Death Icon. He was compatible with every Abidan type, except a healer. The one he wanted. He created a weapon called Penance. Penace. As penace for everything he's done. Then he had to spend millenia reaping worlds - billions, trillions of people. Regularly. A change in the system could lessen this, he wouldn't have to reap so many lives (lives that he feels the sorrow of) if they just changed the system. But they won't because this one works "so well". At the expense of the one Judge that can never stop, never leave, because he doesn't have anyone that could take his place.
Mercy has mommy issues and was the victim of gaslighting. Throughout the series Malice treats her like a prized possession to be discarded once her worth is lessened in her eyes. Malice shamed Mercy over the fact that her friends are better, she made her feel lesser and weak. She was horribly manipulative towards Mercy and tried to hold her hostage. She lied to Mercy to keep her on her side, and only ever showed Mercy love when Mercy needed to be manipulated. Mercy feared her. Malice also publicly humiliated Mercy, in front of friends and family. Meanwhile all Mercy has ever wanted was to make her mother proud. She even physically abused Mercy, when Mercy was trying to urge her to ascend, and verbally abused her because she didn't want to see the truth.
Ziel got tortured and lost the will to live. He wasn't suicidal, but he didn't care whether he lived or died. He was forced to watch as his whole sect died, then got mutilated and crippled by a mad scientist that took pleasure in torturing him and fixing him up wrong. Then this same scientist threatened to hurt him again and he was prepared to let it happen, prepared to endure it again, because in exchange Yushi and Calling Storms would send the others to help Lindon. He was so apathetic and depressed because of what he went through, and suffered for years, his spirit causing him pain, hardly considering himself a sacred artist. And the worst part is, that he is just a genuinely nice guy. He helps Lindon in Ghostwater. He stays with Lindon after his contract to Eithan expires. He tries to cheer the group up by jumping out from behind a couch, pretending to be Eithan, because they miss him. He doesn't deserve to have suffered so much, but even then, he still finds a way to be kind. Despite his suffering, and having lived with it for so long.