All of your legos are top tier, though I'd leave krokmaw for later. Nekmo should be priority number one, followed probably by either loki or ratbomber.

That said, I would probably focus on CB - I believe you can make an unkillable team using warcaster, Maneater, and deacon.

I'd focus Rat King first, if you're having trouble getting past Rounds 1 & 2 of Dungeons. He clears everything out and can really help if you're not doing Dragon 20 yet. Nekmo is also good for lots of content including clearing Rounds 1 & 2. Make sure you're bringing Loki since most of your champs are Attack-stat based for his Increase Atk. You can use Warmaiden for AOE Decrease Defense, but Rat doesn't need it. All his damage are Bombs and Poisons anyway.

Clan Boss (Demon Lord) should be a priority till you're at least getting top Nightmare chest daily. 

Also Vrask is really easy to build and very useful for team heals. He just needs Crit Rate and lots of HP, doesn't need tomes

Could you guys please indicate me a team of 5 champions able to get everything to stage 20? like dragon and such

Urogrim, nekmo, loki, gnishak, kael should have no problem at all with dragon20.