For me, I think the biggest surprises were Ridolfo Capoferro, Romba, and Louis LeBisque.
Seeing as Owen was the first ever pirate I actually finished and how I only did the Valencia side quests after finishing Marleybone (stupid of me, I know), I assumed Ridolfo Capoferro would be just some Iago knockoff, and seeing Iago wasn't even that good to begin with, I didn't care enough to get him (although he did look visually awesome). However, when I used him in battle as my Musketeer, I was like "Holy moly, Batman! This guy is super good!" Right now, I have him at Riposte 3, Relentless 2, Blade Storm, and Repel Boarders!
Romba. Oh boy, Romba. I thought all of the Heart of Darkness companions were straight up jokes. I'm sorry. I bought Romba from the crown shop early on in Owen's career but didn't bother to level him up, nor did I know what the best skills to spec into for him were (spec? Sorry, been playing a lot of Borderlands!). But when Malcolm rolled around and got him, I realized his full potential as a Tank! You're thinking "Pff! Romba? A tank? But he's so smol! How can he possibly be a tank?!" Trust me. He can take a lot of hits with the right set-up, just like any other Buccaneer. Don't underestimate my tiny water mole friend!
Louis. Sweet mother of Mercy, LOUIS. YOU SLY CRAB, YOU! When I made my first ever player, a Musketeer named Trustworthy Malcolm Barclay, I despised Louis with every bone in my body. "YOU ARE SUCH A TERRIBLE COMPANION" I had yelled at him through the screen (which is sad because obviously he can't hear me). But now that I've committed to patience a bit more, I've grown to appreciate, respect, and love Louis. What a guy, he is. 8/10, great Companion would recommend buying from your local crowns store.