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From what I've seen the difficulty is immaterial so best to set it to easy and plow through in three minutes or so. There's a lot of yapping though, so there might be a better map if you time it from the moment you pick it to the moment you can pick again.

Apparently he gains all the secret skills, so I think it's more that he doesn't need support, he's already a god.

On your first run I recommend Balthus. I'm about half way through my second, using it regularly, and money remains tight. Smithing is just absurdly expensive.

Saving them leads to what most consider the happier ending. Better is subjective, but if you don't recruit them it's definitely a downer.

That's one interpretation. Another, at least in Golden Wildfire, is that

I think it's because Edelgard isn't as obviously villainous on the other routes as she is in Houses. She didn't spend a year working with the worst people ever deploying zombie viruses, desecrating tombs, kidnapping children, etc. (Yes, I know it's more complicated than that, but from the perspective of the people she blindsided it wasn't at the time.)

Trickster is an absolutely amazing class for Shez. Plow through half the level, juggling multiple captains simultaneously and the weapon triangle becomes irrelevant because you're going to crit rush one of them and all their friends come along for the ride. There's also an ability that causes enemies you knock back to hurt people they hit, makes reaching your kill goals trivial.

I'd appreciate this more if Byeth could pet them.

Just based on the names and aesthetics I'd bet Edgelord's route.