My must-have companions would be Aloth (especially if he is a relationship with the watcher, plus his story still has a long, long way to go ... also he's my favourite companion from both POE games), Rekke (his conversation in Ukaizo points to Yezuhan civilization being potential villains in the next game, so he definitely needs to be a main character in the next instalment), Tayn (just because he would have so much fun winding up the other companions, and his character has a lot of potential) and Ydwin (her story seems unfinished, plus she takes over Pallegina's pro-animancy stance).
As cameos in the stronghold, I would have Eder with Bearn, and Fassina with Konstantin because I really want to see how their relationships develop. I would like Vela to have more of a role in the stronghold, since it would be her home. Vatnir could possibly have a role in the stronghold as well, as it would be great to see him turn his life around, plus I think there could be more Rymrgand action in the next installment?
Personally, I think Pallegina, Tekehu, Serafen, Xoti & Maia's stories have come to an end, and would like to see them replaced with new characters for PO3.