Actually the CE wanted to find the Dalish not become a Grey Warden. Duncan conscripted the CE instead..
The Brand Dwarf was caught and was facing another fight just to escape to the surface when Duncan intervened. Remember, the brand is a criminal and a opportunist and seen that was a way out of Orzammar.
Cousland could have escape to find his brother. Duncan blackmailed Bryce into agreeing to let young Cousland join the Grey in return for helping him/her escape.
The Dalish Elf didn't really want to leave the clan but,was force by Duncan's conscription and his Keeper' being a witness to that conscripting..
The Noble dwarf was more then willing to join just to escape the Deep Roads and to seek vengeance.
You can find all that fun stuff if you resist joining the Grey.
My warden of choice is the CE or the Brand. My choice of Inquisitor is either a Elf or of late a hume.
Ashely never once believed she was the Herald but, she is kind hearted and will go out of the way to help including pretending to be the Herald after the truth is revealed.. "People needs hope". Ashely is a mage and therefore disowned by her Noble family.
Wes on the other hand fully believes he is not the Herald and will do whatever it takes to get the job done..He hates his family especially his father. His life revolved around his lovely wife and their daughter and in order to save the family's good name and reputation Wes's father hired Crow assassins to kill his daughter in law and granddaughter.. He hated the very thought of his son marrying a commoner that was no better then any of his Elvan servants.
Wes hunted down and killed the assassins and learned of his father's treachery.