Supports are definitely necessary to hone the development of the characters relationships and is definitely better than the love system Genealogy already have. The option to trade would be quite welcome, as it makes sense that they would exchange weapons between allied forces for the sake of efficiency, as gift or alike. Assigning some characters as siblings even if they aren't of the same family would be interesting, as their relationships shows good brotherhood, just like Azel and Lex, Noish and Alec, maybe even Oifey and Shannan if they're given the proper development, I mean, these two must have gone through a lot of **** together. More playable characters, like Tailtyu's unmentioned sister who gives birth to Amid and Linda.
I'd totally give the characters a better base, maybe a base of 320 for all the first generation characters and 360 for the second generation, and to fix the unbalance caused by the Holy Blood, the inheritors of any lineage would have to get more experience to level up, +100 for each Major Blood and +50 for each Minor Blood, I know this might delay some low level holy blooded characters, but their level ups will pay for the player's efforts.
Balance classes, enemies and weapons better, so that you don't have to be sword or wind locked in order to make use of your speed, which also requires making pursuit baseline. Branched promotions would add diversity to the gameplay, along with all promoted infantry classes having 7 movement, mages would have 6 when umpromoted too. The capacity to dismount and take off your heavy armor, which still needs a better name than "unarmor."
So many things, I won't remember everything now.