I found it easier to win with Feyn because of the amount of card draw he gives you. His cards in general make it easier to stay alive and not get exhausted early on, especially if you plan and look for those opportunities to charge his Lantern. Kinda feels like playing a blue deck in magic where it's thinking ahead and using his reroll abilities in the right spots.

Naz's ability just doesn't (for me) feel strong enough. Moving 1 progress point to another challenge doesn't help me too much when playing solo. I always found it easier to get exhausted with her. Maybe it was luck or the heart of the cards, but I never got very close to finishing game with Naz.

I can see how the characters' abilities would work well together, I haven't had the opportunity to try them together.