Zandalor is more the wise advisor type (telling you about the teleporter pads, the history of the sword of lies, the original council, etc). He does save you from the first dragon rider, but is kind of short on action after that. Arhu is also more of an advisor, though helps out directly once (Iona's dungeon).

Perhaps one or both of the other 2 marked ones were suppose to be bodyguards, but were too stupid to survive long enough to make themselves useful?

Maybe advisor and protector were not meant to be separate roles filled by two different people. Zandalor could be called an advisor and protector (as could Arhu, to a lesser extent).