I looked at Thylessa but seems to inconsistent. Ruel might be a better option for me. But it's not a priority. There's no reason, at my pathetic level, to attack Mishchief unless she is digesting.
Well - there is one reason. Mischief has the lowest defense of all of the heads, with Torment as a close second. So if you're not running a comp that can avoid the fears from Torment, Mischief is your best bet to target.
ruel seems like he'd be worth experimenting with, but otherwise, i'd have to say no. bosses are immune to all of cleo and vildrax' hex-related abilities and there's nothing else in their kit that really makes them worth bringing to the table. thea is helpful in that her hex debuffs let you attack the head of mischief and her perfect veil means she can hit the head of torment without repercussion, which would be great if she had any other useful abilities. sadly, she doesn't.
thylessia does seem like she could be pretty useful, but between her inconsistant hex debuffs and her limited ability to capitilize on them, i view her as more of a debuffer who has hex as an option than a cornerstone for a hex-based team.