I love the idea of them playing a game, though I would kind of like to play with them too. As for the NTR thing, it's not real, it's their characters, not them. You could have out of character comments about how they are glad it's just a game, and they wish the player was doing it instead, or have one of them say they are picturing the monster as the player doing it. lol...
Paladin/Cavalier seems an odd choice for Kali, unless you are thinking something along the line of Darkness from Kono Suba, she strikes me more as the mage type. She is an intellectual after all, though sometimes people like to role play something they are not, so either way.
Lin as an elven archer seems a bit cliché, she would also make a good masochistic tank. Though I do like the druid idea with her vine outfit. ^^
If you use her as something other than an archer, the assassin can also use a bow or crossbow anyway to replace the need of a ranger/archer, and the monk could do the tracking part of a ranger.
I kind of want to see more of badd ass Lin, like when she came to save us, another bonus for having her as the tank class.
Worst case, your DM can also play an NPC who runs with the group as well, if you read the Dragon Lance series, Fizzbin would be an example of one, but they do not have to be something like that, but just a character the DM thinks the party needs to do a mission, or an easy way for the DM to give the party a hint when they get stuck and all else fails. It is a tactic I used to see a lot when I used to play.
{Side note, kender are fun}.
That brings up another point, have you considered what 'races' they will each play? Boring to make them all exactly what they are now.