@Kaden I think discussing about her nature will have merit, thanks for bringing the topic up. If Flora ever comes out I'm ready to spend lots of orbs for her lol. @Usana @Johann(don't know any other Felicia users here) what are your thoughts on this topic? Asking our local expert @Ice Dragon as well, if you don't mind lending us some insight on magic threats that you face in your arena tier.
I think DEF bane is the best since her DEF is already low, and the HP is needed as a padding for when you fight some strong blade mages (Olwen, Spring Camilla, and Cecilia from my experience) who can reach high ATK numbers. Messing around with the Kagerochart Calculator, a +10 Spring Camilla with +ATK, all flyer buffs, DB3, and ATK 3 seal one rounds a +10 Neutral Felicia with Warding Stance/Distant Defense, Hone RES buff, and a DD seal by 1 damage. (Felicia has 38 HP) +RES will allow her to survive, but the result is the same if she has a HP bane.
The other threat Olwen (same setup as Camilla but with LND instead for A) one rounds Felicia since she doubles her (49 vs 41) but a Hone SPD buff prevents that. Lastly Cecilia just barley kills Felicia and leaves her with 2 HP left.Since you want a mage tank I'd go for +RES, though +SPD is great if you plan on using the sweeps (her neutral SPD is good enough to sweep most targets with SPD buff) the targets that Felicia will need buffs to sweep are Arya and Mia (both have 44 spd neutral at +10), SPD nature is also helpful for doubling targets to charge her skill, or for a desperation build with things like poison/kitty or mochi + iceberg and an infantry pulse user.
As for your build you could probably try something like:
Flexible for assist
DD 3 or RES 3 if budget
Guard to prevent enemies from charging their skill when you try to debuff them. (Doesn't work on Steady Breath users) Windsweep if you need protection from DC users. Or Cancel Affinity to protect you from Raven Mages
ATK Ploy/Smoke to hamper the enemies' ATK stat further (your choice)
DD for seal
This should give you enough to make her into a mage tank while buffing your teammates with her dagger.