I actually like this idea but let me add my 2cents..
Just make this an addition to GW. The escort character is a non-combative unit but does have special abilities to provide either buffs or debuffs and can have a lead ability. You choose what character you want to escort at the start. They'll all have different synergies to work better with certain teams. Each node you complete with the escort alive grants you bonus rewards. Maybe have double rewards? Or whatever. And at the end if you escort the character all the way through you'll get some really good rewards. Maybe something like a zeta mat or something actually useful and worth while. If the escort dies at any point then you just continue GW as normal.