Choose my team

I'm no expert at this game by a long shot, but I would run Palp(L), Vader, Thrawn, Tarkin, and maybe Kylo? You've got the makings of a good Sith/Empire team. I'd recommend you start farming up a Sith--probably Nihilus if you can get him. He'd eventually replace Kylo. It'd also be good to get someone else in instead of Tarkin, but not sure any of your available characters would be any better.
I'd also recommend you start focusing on FO. You'll need them if you ever want to get RJT, and frankly they aren't horrible in Arena either. Farm up Phasma, KRU, and FOTP. Last char is your choice. FOX should be farmable soon, FOO is in Cantina Battles store, and FOSFTP is in Guild store. FOST is a hard-node, so will be hard.
And unfortunately, I know nothing about zetas right now, so I'll not answer that part.

Sith/Empire. Zeta Palp

Palp (L), Vader, Thrawn, Tarkin and Sion. Zeta Palp lead. Yes Sion will only be 3* but still very good at that.