Even if they aren't the exact same pictures, you would be hard pressed to get anyone with functioning eyes to think there's a perceptible difference between the characters besides their hair, clothing and skin tone. I'm pretty convinced they use the same base model for every character and just swap the aforementioned details, they look enough like legos to think they work like them too.
The third character is shorter and wider than the first two, by a good margin.
So the TFs are like this:
1st girl (average stats): Bimbo (high stamina, other stats low, no luck), Milked Cow (High strength, average stats, no art), Balloon (No stength, low stamina, high art and luck)
2nd girl and 3rd girl's TF states have exact same stats as the first girls. 1st tf is Bimbo, 2nd tf is animal themed with high strength, average stats, no art, and 3rd tf is something weird with no strength, low stamina, and high and luck.
2nd girl has high art and luck, but low stamina and strength in base form, 3rd girl has low stats but high luck.
The different stats are just +number bonus for your roll vs computer roll, so even at 0 strength you can force chests open and break boulders. TFs SOMETIMES block losing health when caught, but it's inconsistent. I think your character makes a roll to see IF you lose health or don't, but not sure which stat it uses because game explains nothing about stat system beyond what I found fucking around with Mtool.
My guess is luck affect chest contents, art if you avoid traps when you trigger them (and breaking away from guards?), str for breaking and forcing things open (and breaking away from guards?), and stamina obviously affects your total stamina.