Lotte - I could just link you an essay I wrote on it but it's kind of long and rambly, so I'll sum it up nicely. My head-canon for Christine really extends to how she felt after the end of the novel - which really affected Lotte's personality in general. I doubt Christine had her 'happily ever after' after the novel - and not as many phans believes, because she was lovesick for Erik. Really didn't you read the book? Guilt's a major drive, as well as the paranoia that would have been in place afterwards.
Luther - I have to say, I haven't fleshed out Javert anywhere near as much as I probably could have. >_< Hugo does a good job filling in what I need and...well he dies. So I didn't have the problem Christine did >_> I did run with the idea that Javert was probably, due to his obsession with the law, not having any hidden affairs or interests behind the scenes. I think his romantic life was non-existent, frankly. And I don't see him as having a problem with that.
Joss - Not much. Badr continues to surprise me when she voices things more. I like to think that Badr is Joss just under a different lifestyle and more effective parents. The drive for attention and rebel definitely goes back to being a forgotten daughter, set to be part of a harem and desiring to be noticed.
Xavier - I've not played him much, but again very little. Most of TCOMC isn't in his POV which is tricky but...we hardly need his thoughts.
Sheila - No chance to do transformation yet, but I've had to do some thoughts on it. Nephthys is a strange character in mythology - not so much the Egyptian mythos. It's one of those things I don't think I like about the Egyptians - they don't really have personalities >_> But anyway, Nephthys in comparison to Sheila is more controlled. She doesn't go overboard with her confidence. She's quiet and subtler.