Heimdall is the most useless god ever. He says he cannot look at things that aren't threats yet he has no problem seeing what elves are doing for dinner. Aaron had to weaken the all-father and have heimdall act like an idiot to keep this woman's identity a secret, but there's no way Odin and Odinson shouldn't be able to easily find out her identity. Just give me Thor vs The Destroyer already, and whatever Malekith is planning.
I wouldn't say Heimdall is useless as much as they just don't take his character into consideration when plotting these things out.
Not that it's surprising.
You can tell that the Thor writers don't actually care much for the Thor comics mythology or history, but they still want money from their fans. Just try comparing their characterizations to Walt Simonson's and see how quickly they fall flat.
Tbh, if Lady Thor isn't Freyja, I don't care who it is and will probably lose all interest since the artwork isn't all that fantastic and the plot is nothing too exciting.
Sif because these two already have some MCU canon feelings for each other. What they are is unclear, and I personally think it was kind of sloppy for the studio to leave a subplot like that unresolved. Since Sif is already established in the MCU, this would be relatively easy to make happen.
Balder because he should've been here already! I understand that many fans think of Loki as a poor abused baby who needs a shot at redemption and all, but let's be real, people. Loki's evil as can be, and he likes being that way. The fact that so many people have been seduced by his charm just goes to show how dangerous his charisma can be. Loki didn't go crazy after finding out he was adopted. He didn't just suddenly develop all of his manipulative tendencies overnight. He's always been this way, and I think showing people how he murdered Balder (which was before all of the adoption nonsense) would definitely help with that. Also, with Loki a convicted criminal and Thor currently unwilling to take the throne, Balder stepping in would be a perfect fit. This would all be easy enough to accomplish if Marvel goes ahead with the Ragnarok/Surtur idea that Chris Hemsworth suggested.