I think you're missing Kurohime, Wendy, Phyrra, Lind, Leneth, and Angrika Thanka.
The guide for them is here: https://renryuu.miraheze.org/wiki/FAQ#Vanguard_squad_leaders
If you have a problem with a specific character, or an event to unlock them, let me know.
Based on that dialog, you already had the brawl battle, but are missing something to unlock the next step of the events.
Either the brawl battle of Brad against Ash and Grimace is missing, or you haven't found the hellhound village in the volcano of Amagal yet. (Hellhound appears in the volcano only after her maid dress CG scene, which requires that Leneth is pregnant. There is a 25% chance that Hellhound will appear in the Aldlyn Castle secret room in a maid dress every time you use the Fast Travel system.)
Sorry for all the seemingly random requirements for events, but whenever a character or location is used during an event, the connected content needs to be unlocked first. Like the event with the Thanka family has a step in the hellhound village, so Hellhounds events need to be advanced first as result.
