Sinclair is my favorite but Butler is more interesting. He doesn’t seem to believe in the pro-slave motives of the CSA nor does he appear to have ties with the Lemoyne Raiders.
Mickey is just a bum posing as a vet with some mental health issues. I like him.
Russell isn’t a veteran by technicality, since he’s still on-duty and in the Civil War. He DID fulfill the 20-year service criteria to be classed as a vet but he’s still marching on.
TL;DR, Sinclair is the best IMO but we don’t know much about him compared to the other ‘veterans.’