I wouldn't recommend the paladin, simply because accidentally breaking your oath is not so hard as it should be imo.
Personally I find the bard to be weak in combat, but opinions may differ here.
I would def recommend the gloom stalker ranger, I also have a feeling he will fit into the campaign nicely, but that is just a feeling.
Do not worry too much about difficulty, in the full release there will be 3 difficulty modes and you can change difficulty 'on the fly' if you want to. Pick a character you'd like to role play is my advice.
