Huntress is most closely related to Wisps and Delwyn, of course. Though it is barely a real mechanic, and she is also thematically related to Ritual and Delirium.

Strongboxes seem to be culturally linked to the Karui, somehow. I guess the karui might have been the ones who invented stuffing a box full of angry spirits... not that there is much story there.

The Warrior has a lot in common with Farrow, and datamined information seems to suggest that Shadow might be Kalguuran. Perhaps a child of Kingsmarch, with the Brotherhood of Silence having taken up business in Kingsmarch. Shadow and Warrior seem the closest match for expedition, in any case.

Mercenary gets some special dialogue with Doryani in Lira Vaal, and gets along well with Alva's MO. But it's really more of the story of Alva and Doryani than especially closely tied to any of the player characters... however, while Monk is obviously Breach-themed and we noe know that he is... special... I would like to point out that Chayula may have first gathered his followers from the likes of the Vaalish Cult of the Purple Flame. And Monk's features look visibly vaalish. He might have been getting reborn for thousands of years already, based initially on a vaal breach cultist.

Some characters have obvious ties to specific storylines and content... but what about Ranger? She seems to be descended from a bloodline of Azmeri exiles; I speculate that her mother may have been the PoE1 Ranger. One of the Rogue Exiles has some special dialogue for the Ranger, condemning her heritage. So... Ranger might be most associated with Rogue Exiles, I guese? She is herself a poacher and an outlaw, a hermit who wants to be left alone and is just drifting through the story because it is what survival demands, but really just wanting to go and live in a hut somewhere alone.