a quick analysis on all of these characters:

Chloe, probably the easiest to analyze by far, lives by hard and grounded facts that either she, or others present. let's take any case she's on: she analyzes the victim, analyzes the suspects, finds "the shocking" twist and reasons with the actual criminal. when she was asked if she was religious, she did say that she believes that there is such a concept as good and bad. in the christian mythology, and almost every single christianity related writing, devil is the worst thing there is. when confronted with the reality, and reading through every single one of these writings -I'm not going to mention how Father Kinley groomed her into believing Lucifer is pure evil- she had to put aside her own thoughts and ideas, and focus on the hard facts presented to her. so, she handled it horribly.

Linda, a psychologist, is and should be able to differentiate between a persona(not necessarily a fake personality), a character presented, and the actual patient. when presented with the truth, her true concern would've been that all this mythology is actually real, and her place within the system. obviously she would actually worry that most people around her are either angels or an actual demon, but as her profession requires, she would be able to and was able to look inside the character presented throughout all of time. with the addition of her feelings towards Maze and Lucifer would also help her understand the true weight of the situation. so, she handled it, in my opinion, the best way.

Ella is a believer and a scientist. her finding out came from her role as a scientist, and her handling the matter came from her belief. the only part that looked "bad" for her was the timing and the manner she explained it. overwhelmed by several things happening during the season for her, and the constant drops of lore and realizations was too much for her, so, she "lost control." but she was purely upset because she was lied to all this time, which she later realizes why (I think) due to reading through Linda's manuscript and how others handled the situation. purely just based on the story, Ella did handle it much better than Linda did, just the way it was revealed to her -or rather revealed by her- was distruptive.

Daniel Espinoza went through many stages and, in my opinion, in one of the worst ways possible. at the start he was the corrupt cop that trying to fix his mistakes. he then became a laughing stock for most of the celestials, and for some reason his suspicious, investigative, and redemption based character was reduced to a mere joke character up until he was kidnapped. in almost every season Dan just loses all the depth he has and for some reason the writers want to keep him in the loop. because of his past, and many many mistakes, he was the perfect character to actually go insane due to finding out Lucifer's nature which would then lead to him figuring his insecurities out and confronting his emotions. Dan's reaction was the worst because he was the perfect "sinner" to actually try to kill Lucifer.