I wouldn't totally count out a protagonist. The game was also compared to FF Tactics , and while it was limited to squad missions with no exploration outside picking dots on a global map, none the less had a protagonist with a personal story arc.
A shame that all the relationship building that took place in DOSII gets left behind, but I am pleased we'll be abe to see the characters progress in the new story.
(But seriously, what was the god-sotting favor Malady wanted!? I know, I know, no answer yet.
Maybe THIS is the favor

? Since she implied, that she had a bigger demon over her (either Damian or Asmodeus), I always thought, that she was either working for Asmodeus or Damian and that we have to try to get her old boss of her back (and will only partially succeed, because he's still around, so maybe this plot will conclude in
Divinity 3). Makes the most sense for me.