Marks
I suppose it would be best to deal with the elephant in the room first. Which Entities have taken focus on which (major) characters?
First and foremost, The Dreamer, Sunny is...
...Deeply intwined with Spiral - Blackspace was originally crafted by Es Mentiras to try and feed off the distinct Wrongness of Sunny's constant Dreaming and Rejection of reality, but in doing so it found what its limited cognitive abilities could register as a perfect Avatar... once suitably Bound to it. And so Headspace and its Guardian were altered to bring about such a Change.
...Touched by the Dark - When the manifestation known only as 'Something' formed in Faraway, it found itself faced with two seemingly perfect options to Feed upon using its altered truth, but it quickly left its first choice upon realising that he was too wrapped in Spirals to even conceive the original truth enough to Fear itself alterations. But, a Mark remains nonetheless.
Next, the one who shall always find the Truth. Basil has the unfortunate fate of being...
Ravaged by Shadows - When Something departed from The Dream having left its Mark, it swiftly found itself a new victim to Feed from in the creator of a deep deceit. And how better to Feed than to steal the role of murderer and follow behind its victim daily, laying traps for him to stumble into as a scapegoat, and feasting as Basil learnt no-one would ever believe the 'truth' that it really was Something Behind Him
And what of the Truth herself? The most self-explantory, Mari. The one who...
Reached Terminus - An obvious but impossible to exclude Mark. Though of course, perfectionism may have killed her but it is not of The End and that is why she....
Was Buried by the Pressure of expectations, both self-wrought and placed upon her by her family and peers
Now how about, Hero, the one who was Lost? Well he was...
Rendered bedbound by Grief - When his love was taken by Terminus in such an unexpected manner, it truly was no wonder that Henry would shatter. That those shards were soon taken by his new Loneliness, is even less surprising. It was a miracle that his brother managed to accidentally stir his fury enough to remind Hero of his Anchor before he could Vanish in the night.
On the topic of Hero's brother, who hid his emotions, Kel...
Clings to a Mask - Kel's response to grief is an interesting one. Yes he cried when Mari's body was found and at her funeral, but otherwise it seemed to most that he wholly skipped the other stages of grief as he quickly began to dive ever-deeper into his extracurriculars despite his childhood friend group being shattered overnight by grief. This, was all a Mask. One painstakingly carved and painted in only a few weeks. An impressive feat for one who was barely Touched by the Masquerade at this point, and one that has only been improved upon in the years since. Alongside his Performance, of course.
Finally, with her supposed rival's Marks covered, it would be best to cover those of the furious, Aubrey is....
Wracked with Pain - When her final Formed Anchor was torn away from her so soon, young Aubrey was heartbroken. Once again she had attached herself to an unyielding monument only for it to Burn to ash soon after. Was she the cause? Why did they only Incinerate once she put weight on their permanence? It was no wonder that she soon began to worry whether anything else she touched would Burn, and in the process perpetually reinvigorate her Fear of the Pain she always felt as a result.
Wreathed in Fury - When her friends barely seemed to care about Mari's death, it melted the shards of her heart, letting her reforge it into a bladed thing that even a honey badger would think twice before touching. Why did they not care?! Why were they all just forgetting her?! WASN'T MARI CONSIDERED THE HEART OF THE GROUP?! WHY WAS SHE THE ONLY ONE MOURNING HER?! Her perception of the Pipes is different to most who hears them, but she still reacts to their Call nonetheless.