Oh boy, is this going to be a long one.
So let's start by looking at the easiest one, Azreth.
Azreth fighting style is quite 'feral', he is both agile and strong, but has pretty much no refinement, any of his tactics often relying on his physical strength to push back and subdue opponents and his natural constitution and resistance to magic and elements to shrug off damage.
Azreth is very much a 'tank', making up for his inferior tactics, planning and lack of magic control with sheer raw durability, and defeating most opponents through extended attrition.
His magic at this point in the story is unrefined, and defensive, meaning he often uses it (without even realizing) to heal and protect himself rather than any offensive capabilities (even though he REALLY wants to shoot a laser out of his eyes or something like that xD)
Psychologically, Azreth will often try to use his wit to provoke his opponents in combat, often talking out of his ass to try and get them to fight him. A tactic that works on him too, he is quite a hothead and easily prone to make mistakes when provoked... I guess bullying works against the bully to hu?
Azreth can also shapeshift into a 5-6m dragon form that is pretty much a bigger, meaner, beefier and tankier version of himself, he can't fly in that form but can level a house with little effort... But all in all, shifting to dragon form makes him sluggish, and doesn't give him any magic bonuses. It is useful for powerful opponents, but generally cumbersome against nimble opponents.
Grey is pretty distant from that mess.
Grey is a literal killing machine, sharp senses that basically cannot be fooled, forward thinking and tactical prowess, tons of deadly honed skills and a proficiency with pretty much any weapon known to man as well as unarmed combat, Grey does it all, being very versatile and powerful at everything he does... He is quite literally that guy who took perfect combat stats but little in social.
He can shoot with deadly accuracy, hit like an absolute truck, dodge and grapple as he sees fit, defend well, provoke, lay traps, everything is a possibility for him... So you never really know what he is going to do... Grey is one of the best fighters in the entire world of JTA, few people could match his experience and skill, and it shows.
He does have weaknesses contrary to what one might think at a glance, he is strong like Azreth, but he is not SUPER strong, nor SUPER durable, meaning that on a prolonged engagement a resilient guy like Azreth will shrugg off damage while Grey would accumulate it... And considering most of the problem enemies they fight are people on that level he does have some rough matches sometimes.
He also cannot perform magic, so to compensate he uses gadgets and uniquely crafted weapons to gain an edge, couple that with his general knowledge of anatomy and decades of experience as a bounty hunter and there is pretty much NO ONE Grey can't beat if he is given enough time to analyze them... Not even dragons, or members of the council.
However, tech does come with the disadvantage of needing him to prepare it beforehand, he can't make a gun in combat so he needs to be prepared, and ammunition is always a concern, that is why he carries a hammerspaced suitcase with a large selection of premade items he can choose from... only he knows the extent of what he can do, but it should go without saying that he has limits.
Psychologically, Grey is pretty much immune to any emotional manipulation, he has a deathly chill aura when it comes to killing and will not hesitate to put down anyone he thinks is too much of a threat... And he won't waste any sleep about it either.
Now for the tricky one.
Vernon is odd because of a few things, physically, he is little good, he has outstanding agility but that is pretty much it, no strength and pretty much no durability in his frail little frame.
His influence (the name of his magic) can do pretty much anything, from turning a lit cigarette into a fireball, to making a shield wall out of a car door. He can reinforce and reconstruct objects as well as lift them up into the air and move them around at his will... But use it too much and he will have it destroy his body internally and sap away his strength.
Technically he can do anything any one mage can do, like, he could make a fireball, but a fire mage does it better than him, his magic also has the limitation of needing physical objects to work, he can't make fire out of thin air like a pyromancer, he has to have a flame source that he can duplicate, same for a shield he can't make one with just magic he needs metal or rocks or something.
So while versatile and strong, Vernon has glaring weaknesses that are obvious from the get go and he needs to work around them on every fight... Don't underestimate him though, as just as easily as his magic can bend a sheet of metal it could bend your bones out of place.
Thing is, there is another caveat, his psychology, Vernon is a true martyr, he is unwilling to hurt ANYONE even the lowliest of the low, and the most horrid and fiendish opponents. So though he could easily separate peoples head from their necks to win any fight, he doesn't and always tries to look for the least lethal and damaging way to take down his opponents... one of the main points of the plot is Vernon learning how to have a bit more of a self-preservation instinct and allowing himself to hurt people that want to kill him without devolving into a sobbing mess.
He does have his reasons for being the way he is, so one cannot fault him entirely, but he does have issues that he needs to address before becoming a full hero... His overwhelming anxiety, lack of experience, and unwillingness to go all out being the main deciding factors.
One thing that hasn't been mentioned is just HOW proficient Vernon is with magic and analysis in general, it's been hinted at that he is good but Vernon is actually one of the top 10 conjurers in the entire world (and this list includes elder dragons that have been around for many millennia) ... And he doesn't know it at all... He has an extremely fast mind that can unravel and analyze opponents magic in seconds, and by far his mind is his most deadly weapon, if he is not pressured enough, he will eventually find a way to win.
And when the little guy gets a solid plan... It's pretty much game over for anyone going up against him.
Now, I would love to also talk villains, but this has been 2 pages already on my word doc, so i'll cut it short here xD