If we got a character like O'Kais, he'd need to come at a really steep discount, or I don't think people would take him. It'd be like the Coldstar, or Shadowsun, or Farsight; a Tau Commander with a small number of weapons, or varied weapons, just isn't worth it (from a damage standpoint). If Marneus Calgar didn't have Terminator Armor and Power Fists, and instead had a Flamer, Meltagun, and Autocannon, would anyone take him? Probably not.
There you are right. Our hero must not be weaker than a atandard quad-something-commander. So at least same firepower plus additional abilities. For example he could request seeker or destroyer missiles from off map forces.
So he can be really strong without having to wear a too big suit.
A wise Kroot would be Anghkor Prok and indeed it would be very awesome to get a new model for him.
An Ethereal who isn't the usual wise priest-like figure would be Aun'Shi. He's more of a warrior monk.
Yes, of course I know this characters. But thought that both of them are there since the beginning and don´t know if they are not too old or too long in duty to be useful in such a innovative undertaking like a new sphere of expansion.
In case of Aun'Shi I only know the story "The defending of Fio'Vash" so I am not sure if he only is this warrior monk when he has to be it or if he realy lives this mindset.
(I am not afraid of learning new fluff, so sources about him will be welcomed)
What I think I'd most like to see would be a character with a unique activated ability. Maybe an orbital bombardment-type attack, or a vehicle/battlesuit repair, or (gasp) a psyker.
An Earth-Caste engineer sending repair-drones over the battlefield would be awesome.
In the psyker-question in my opinion a simple defensive unit would suit best for our empire.
We should stay different to the xenos and not simply copy their psyker/priest style.