I'm in my Verdant Wind playthrough, and yes, I also wish they'd give Claude more character. I love him to death nonetheless.
I still have to play Silver Snow.
Crimson Flower and Azure Moon both satisfied me (even though Crimson Flower really needed more of it).
But I can say that overall I love the worldbuilding TH has, opposed to the letdown that Fates was.
EDIT: Speaking of worldbuilding, if we ever get a sequel of sorts, I'd like it to take place out of Fódlan, like in Dagda or maybe even Almyra. There's so much potential in there.