I hate the term "least favorite" as it implies - to me, at least - that they're still a favorite. That I still like them, just less so than the others.
I don't have "least favorites". I have companions I like and companions I actively dislike. And a couple I'm neutral on.
As for what companions I actively dislike in DAI, those would be Cole and Vivienne.
I dislike Cole because his very nature is to mind rape people and the game bends over backwards to make me ok with that, and I am not ok with that.
I dislike Vivienne because there's little in the way of balance to her character. With Morrigan and Velana, there were plenty of times people got one over on them in party banter and story wise, there were plenty of times they didn't come out on top. That balancing made the vitriol in their characters more tolerable and let me appreciate the positives.
With Vivienne, no one ever really gets one up over on her. Solas and Dorian are able to spar more or less evenly with her, but she has the edge on them. Sera can't hold a candle to her. Iron Bull's a submissive little puppy to her. Varric's not much better. Only one I've heard get one slightly over on her is Blackwall, and that's only if he's being romanced, and it was hardly anything. Cole manages to get under her skin but that feeds into my reasons for disliking Cole because his "one up" on her is revealing that she actually cares about him as a team member, because no one is allowed to hate Cole forever.
Of course, some will point to Vivienne's storyline quest as a point where things didn't go her way; I'd counter with the follow up scene where she meets with her lover's sister and son where, if you take the hardline path with her, she drops any remorseful posturing and seems absolutely over joyed that Bastien's death and the Inquisitor's help have allowed her to elevate her position by securing alliances among the Grand Clerics and Council of Heralds, to the point where it's a perfectly valid interpretation that she poisoned the guy herself - not saying that is what happened, just that the scene could be interpreted that way.
So that lack of counter point to Vivienne's supreme arrogance and hostility prevented me from liking her at all, even if I agree with some of her political points and can appreciate the view point she brings to the game.