I think this is Kil'Jaeden. Previously, he seemed to me like a typical typical supervillain from comics, but I absolutely fell in love with this character after the audiodrama The Tomb of Sargeras and 7.2. He is not some typical villain like Archimonde, who constantly kills subordinates for the slightest mistakes, KilJaeden actually gives second chances if he sees efforts and does not do everything to get even more power, he is really trying to save the universe from the Void (and at the same time he believes that there is no other way, since it is pointless to fight against Sargeras) and he even shows some kind of mentoring wisdom when he directs Gul'dan to open a portal for the Legion and explains some things to him, while Archimonde would just start screaming ''SUBMIT OR DIE, DUMM WORM''. He's really a pretty deeply written character (I think the best in the Legion expansion) and he has some remorse for his actions.
I also like Azshara because even in her endless arrogance and disregard for the lives of ordinary elves, she does not completely give a damn about her entourage, for they protected their Highborne from Mannoroth and tried to save them from the flood and she was really upset when she thought that she had failed her servants in the Warbringers. She's actually a pretty typical villain with no super plans (she just wants more power), but I think she's really chrismatic with all her arrogance and the fact that sometimes she pretends to be kind and affectionate.
UPD. I knew that people would talk about Arthas, although I do not understand what is special about him. He's really chrismatic (only thanks to his voice acting) and has a decent design (typical Dark Lord), but otherwise his story is just the story of Darth Vader.