I once had an idea about this duo. I don't know if it fits the theme you're looking for.
Basically, an enemy would set traps during the fight, a balloon with an evil smile would appear above his head. If one of the princesses attacks him (either directly or indirectly), the damage of the attack is cancelled and the princess is captured (I was thinking of keeping her in a state of bondage, for example). Then this enemy starts to focus his "damage" on the captured princess.
And then the second enemy would have an ability that redirects damage from an ally to himself, this character wouldn't do much damage but would be super tanky, and after using this ability the captured princess can't be rescued by anyone else. (She could still escape on her own). So the point is that the first enemy captures a princess and focuses his damage on her while the bodyguard protects him.
The bodyguard, in particular, could also be used in a more creative way, not just depending on the first enemy, but being the bodyguard of other enemies, increasing the variety of his usefulness.
Again, I don't know if it would fit into the concept you have in mind, but I'll leave the idea in case you want to use it later.