Avra collects knives/daggers. She has at least 10, and usually is wearing at least 4 of them on her person at all times.
Ellie collects knowledge. She has her spellbook where she keeps all the spells she knows, along with her notes on them. She also has a notebook where she keeps any other interesting facts that she learns.
Zen collects jewelry, specifically rings. They have a lot of rings, and all they always have at least one or two rings on every finger.
Tessa collects bottles and vials. Not necessarily on purpose, but she's acquired a lot of them over the years. She has a huge cabinet in her rooms that is full of little bottles holding different potions and ingredients.
Captain Blackthorne collects people. Not in a weird way. He just ends up becoming a father figure to a lot of his recruits. A lot of people join the guard because they don't want to be at home and don't have the money or support to strike out on their own. And Blackthorne is very aware of this, and does his best to make sure all of his guards feel comfortable. So a lot of them end up seeing him as a father figure.
Fallon isn't super affectionate, at least not loudly so. She shows her love mostly through quality time with the people she cares about, as well as subtle touches. Hand squeezes, quick hugs, etc. But she's not super showy or flashy about it.
Captain Blackthorne is more touchy than most of the others. He likes touching people, and would gladly hug Fallon if she'd let him. With his recruits, he's more likely to give them a pat on the back or a shoulder squeeze than a full-on hug, but that's mostly to keep an air of professionalism.
His biggest way he shows his affection (much to Fallon's annoyance) is being concerned for and protecting the people he cares about. He always is worried about Fallon, which drives her up the wall sometimes. And while he's not stereotypically over-protective, he does worry a lot for her safety (though his concerns aren't totally unfounded, based on what happened to Rosalynn...).
Tessa shows her love by taking care of the people she cares about. Asking if they're okay, anticipating what they need, etc. She enjoys taking care of people, which is part of the reason she became a healer. She's not very touchy though. She doesn't particularly like hugs or most forms of physical affection, to be honest.
Mabel hates touchy-feely things. She likes to pretend that she doesn't care about anyone, and will go out of her way to act annoyed by people who try to hug her or expect her to hug them. Her main way of showing her love is cooking for people. Learning their favorite foods and making them. (For example, she knows all of Fallon's favorite foods, and will make them whenever she gets the hint that Fallon is having a rough time. She refuses to admit that she does that on purpose though, and if you questioned her about it, she would insist it was a coincidence.)
Ellie shows her affection by sharing the things she loves. Which usually means info-dumping on people. If she finds out someone likes something, she'll do her best to learn about it, and tell them facts about it, or ask them questions about it and give them a chance to talk about it. She does not like to be touched, for the most part, because of her sensory issues from her autism. The only one who really gets to touch her/be touched by her is her cat familiar.