I just don't know what synergies I should be looking for or if, even, my current team has any. I know I have some really good individual champs, but do they work as well as they could. Especially in the broken arena.
Can anyone see something I can't?
My current utility 5 man is Elhain, Valk, Vogoth, Steelskull and Kael. Could I do better with my current pulls?
You have most of the pieces for a fairly decent arena team. Valk is ridiculously powerful there.
For arena, I'm thinking something like Khatun lead, Valk, Kael, and Warmaiden. You'd want Khatun to go first, of course, followed by Warmaiden. The order of the other two doesn't matter.
For dungeons, your current team makeup is fine, although I'm not convinced about Vogoth - I feel Warmaiden would probably be more useful, although I don't have Vogoth so I can't really comment.
For CB your current champs aren't fantastic - you'll want something involving Kael, Frozen Banshee, Steelskull, and Valk. You really need an ATK down though, and I don't see any great options for you amongst the champs you have.
Side note - you can safely use those extra copies of your rare champs as food. There's pretty much no reason to keep more than one (two, if you plan on using one for fusion).
You should upgrade warmaiden more and give her speed so she can do dec. defence
