From FE4 to FE5 I’d add Daisy and Asaello, just bring them in as a pair for a good late game sniper and a late game thief. That way if you’re so terrible that all your thieves are dead, you’ll at least have one near the end, and Asaello just makes sense since he was already cut. Heck, he could be an enemy unit in chapter 23 and you get Daisy in chapter 21, 21x, or 22.
As for FE5 to FE4, I’d probably go with Saias and Sara. Those two have the most potential to add to FE4, Saias with his relation to Arvis and ability to wield Valflame. And Sara with her connection to Manfroy.