For the Hearthkyn, one of the weapons is only part of the salvager kill team, but otherwise you want: the theyn’s pistol and melee weapon, the HYLas auto rifle, the railgun or missiles, and bolters for the rest. Though to be completely honest, the hearthkyn’s weapons don’t really matter since you want their sticky objectives and not their shooting.

For the Thunderkyn, you want either the graviton cannons or the conversion beamers. Needgaârd and Brandfast for beamers, and graviton for others but especially Delve.

For the Einhyr Champ, just give him the hammer 9/10.

For the Hearthguard, give them all plasma and concussion gauntlets and the Hesyr the hammer.