However, on the other hand, my issues lie with Gaspard, Briala, and Celene. I really didn't feel like I was effectively deciding the fate of an entire country. The choices presented lacked the impact that they should have had. At least to me.
Hmm, true. They were left very shallow, and both the mission itself and what little follow-up there is definitely lacked a sense of importance or danger. The two scenes with Florianne stole the show while the three supposed big players were basically just footnotes. As someone who has no interest in the novels, I felt as if the game was expecting me to have read Masked Empire instead of fleshing out these important people by itself, and that is just lazy and unacceptable.
And yes, I think it should have had more dialogue and "intrigue". And the whole sneaking around the palace felt way, way too easy. Especially climbing on the garden fence when half the damn nobles are literally two feet away.
Indeed. Honestly, the only way I could see the sneaking make sense is by using Cole's ability to hide people as a cover to get past the guards and the many other prying eyes -- but that would not work for players who don't recruit him, tick him off so much that he leaves, or play Adamant first and make him more human-like before going to Halamshiral. Plus, the Inquisitor is a noteworthy enough guest that surely people would notice her repeated disappearance and become suspcious ... especially Corpyheus' agents. My own headcanon is that my Inquisitor has to stay in the spotlight and entertain the nobles as a distraction with Josie's help, while Leliana coordinates her agents and the rest of the group, who do the actual legwork and investigations with Cole's help. The Inquisitor only slips away to join them when they learn there's a rift in the royal quarters ... and it's not Florianne who waits for them there and gives a generic clichéd villain speech. That is the only thing I don't like about her, it's so stereotypical and stupid for an antagonist to tip their hand like that and then flounce off laughing and convinced the heroes will die, which of course they won't. 
Also, as others have said, I agree that both the civil war and the mage/templar war deserved to be given more impact instead of basically being handled hot-potato-style: as briefly as possible and then dropped and not touched again. A lack of connection between the main story's missions, and between the plot and almost all of the areas we visit, is definitely a big weakness of this game.