You got them backwards. Yukina is the Hero, Relix is the Brave.
Which is bizarre when we consider that either the translation is mistaken or the original author is mistaken.
Japanese has symbols for both a "brave" (person of destiny, similar to a hero but not necessarily good or altruistic) and a "hero" (the good guy who saves the day and tends to be altruistic).
The MC should be the "brave" and the other the "hero" if we go by official definitions in both English and Japanese.
This hero isn't an asshole so I kinda feel bad that the MC is taking all of his potential party members. Kinda.
He should just take the MC with him at this point
I know what you mean. Good news is the author seems to be preparing replacements, and it's already been foreshadowed that Relix does save the world while the MC does other things to make a name for himself.
Also, the MC's harem consists of a grade 2 mercenary and a doctor who is only now becoming famous because of her "assets".
I think there are clearly better candidates out there and maybe the search for teammates is just too focused on a safe area to find anyone as good right now.