The Zeniths........... (or as they're formally known: Zenith Guild)
I have some fun lore (very loose) about them too!
> Lio and Nia are childhood friends who both transed their genders and ended up having matching cat names (did they do that intentionally...?)
> Lio is driven by the pursuit of knowledge, his greatest desire and passion being uncovering mysteries. Above all, he seeks the truth. He does have a one-track mind about it, willing to go to dubious lengths to achieve this.
> Nia's passions include pretty much anything outdoorsy. She has a great love of adventure and everything that goes into it -- managing resources, foraging, hunting, camping. They'll follow Lio wherever he goes.
> Xane and Alex are siblings who travel together -- one, a humble street performer, the other, a traveling doctor. Alex was highly ambitious, but is currently in their burnout era. Xane has always been a nonchalant ne'er-do-well who seemingly does fuck all. Upon closer inspection, it seems he puts away a lot of his money from performing and uses it to support Alex's pursuits.
> Xane and Alex have a bit of an odd dynamic. Alex, the younger one, seems to be the authority and decision maker of the two. Xane, on the other hand, is far more wishy-washy and carefree, to the point of coming off careless. They look after Alex way more than they let on, though.
> Lilith looks to be the odd one out. She traveled alone for a while, long enough to have a sense of independence, but not so long that she didn't feel the sting. She's extremely ambitious and is very much an overachiever -- no, it has nothing to do with her small stature! And how (infuriatingly!) people underestimate her or even worse, treat her like a kid! (She is around the same age as her peers -- just small.) She has NOTHING to prove. Often, she'll take on double the workload, adventuring with two separate parties.
> Another tidbit about Lilith: The alchemist machinery on her arms doubles as weapons to wield magic and as prosthetics. Her being disabled adds to her deep need to "prove" herself and outperform everyone.
> And one tidbit about Lio: While everyone's classes are reflective of who they are, what they strive to be, what they're passionate about and how that reflects in the expression of self -- Lio is a Dark Hunter simply because of aesthetics. He's just like that. His egg cracked, he got top surgery, and decided he's never wearing a proper shirt ever again and also he needs to be 90% sexier (trans vanity stage). Though could it be a premonition as well...?
A lot of how they ended up as one team was luck and chance encounters. Lio and Nia are forced to seek more party members as they struggle to keep up and stay alive, just the two of them. Very occasionally, Alex will wander around the outskirts of the labyrinth to heal anyone who was lucky enough to get out, but not so lucky to do so unscathed. At the bar, or in the street, Xane will wander and perform. He becomes a fairly reliable source of information, rumors, and connections. Lilith has been simultaneously guild hopping and traveling alone, trying to find her place. I think, they all end up connected somehow through strings and domino effects before they officially all band together!
Additional thoughts that get somewhat spoilery (EO1 plot-wise) --