Look up the route splits and gaiden chapters. You need to get all the gaiden chapters to unlock the secret final chapters of the game because they give you the legendary weapons.
If you want to use Gonzales, visit the left house in the top right of chapter 9. Which house you visit decides the first route split. Gonzales joins at lower level with the exact same bases in this route so he'll have more room to grow and end up better. Support with Lilina will boost his hit%, which is very important as his skill growth is abysmal. I modded it up to 30% from the original 10% in my game with Nightmare Editor and he's a lot better. Also you'll get Lalum from this route as well as Ehkidna, who can serve as a good replacement for Deke, better than Ogier/Oujay. It also means you'll be able to promote Gonzales earlier because he won't have competition for the second hero crest.
Rutger is the one true god of FE6, you're right to use him. Unfortunate that Deke died because they're a killer dynamic duo. Clarine's the third part of the equation, she's a great candidate for your first guiding ring.
Lance and Allen are both pretty good in the early game and can continue to be viable, but don't sweat it if they died or turned out lame because in chapters 13 and 15 you get a chance to recruit Percival, a godlike prepromote paladin who will be at least equal to or possibly better than a trained Allance of the same level.
Roy x Thany/Shanna is kind of worthless because he's not going to be able to keep up with her and is kind of generally useless for 90% of the game. If you want Roy to be good, you pretty much have to mod his growths. IMO Roy's real OTP is with Sophia so they can both be useless in the back of the army together. I actually modded the game for my current run so they both have godlike growths and are sick though (Roy's capped his str and spd before promotion, Sophia has like 5 stats at or above 20 as a level 1 druid, and I gave the Sword of Seals infinite uses too so shit's gonna go down in the endgame) so that's been fun to flip the tables and make the two units with dragon blood actually seem like they have dragon blood.