Every fourth character is a totally separate and unique one. Nothing carries over. If you give them anything, you never get it back when they leave. There is a final fourth character that you get at the very end. At no point do you ever have a choice. My recommendation is not putting any real effort into any of them till you get to the last one. I won't spoil who the last one is, but I'm willing to bet you'll know it when it happens. It'll just make sense.