I have Columbina and Lauma, should I pull Ineffa, Nefer, or Zibai/Illuga in priority ?

Depends of how many pulls you have.

Zibai/Illuga is expensive, you need C6 Illuga so you might aim for C1 Zibai.

If you don’t have the pulls for that just wait for Nefer.

Pull for Ineffa if you have enough for her and Flins rerun next patch.

I’d go with Nefer.

I managed to put together a team with Nefer, Lauma, Columbina, and Nahida, and it turned into my best comp.

nefer > ineffa >>> zibai

You should go for >!whoever you want!<