The others' suggestions are good, but I have my own ideas for the Sun-Heart Furnace Soul. I think it should be male, because the themes involved are traditionally male and the other two have been suggested to be female. Rather than being wrathful protectiveness or arrogant queen, I'm imagining him as the embodiment of Lelouch's fury as the Scorned Prince. This soul is the memory of that day when Charles told Lelouch that his mother didn't matter and sent him away to be a hostage to a foreign nation. He remembers living happily in the palace with Marianne and Nunnally and fervently wishes for those days to return (mirroring Ligier's memories of living with Ruvelia and Theion).
He is driven, has a short temper and is frowning more often than not. He's the type to stand over a campaign map and slam the table, exulting in decisive victories and raging at the smallest setbacks. He is the militant aspect of Lelouch, endlessly building armies and drilling them to perfection in preparation for the day when his oversoul will spill forth into the world to deploy his endless legions at the doorstep of his hated father. And only then, when Lelouch takes his rightful place on the throne and all acknowledge his right to rule, will the Scorned Prince finally breath in contentment and allow a small smile to grace his features.
He would advise Lelouch on military matters, being a keen strategist and a furious attacker, developing brutal strategies that are all the more effective for their shocking speed and violence. This is the soul that suggests collapsing a mountain on Cornelia's army, or detonating the walls around the city while the defenders still garrison it.
I haven't had a chance to respond to this yet, but now that I do I have a few issues to bring up.
1. The idea that the themes are traditionally male has no sway with me as an argument. And hey, hell hath no fury like a woman scorned, as they say. Hate, vengeance, arrogance, and all that are all themes that can apply to females just as much as males. Personally I just want this soul to be female so that until Lelouch gets another Yozi to open up its Charms he and Seyrun are stuck babysitting a bunch of women, and also like the idea of a female Ligier-esque soul.
2. Lelouch's fury isn't limited to his being the scorned prince, and I don't think we should limit the resulting soul as such. It should be remembered that these souls will need to be tied to an Intimacy, and if you limit their nature too much then you could end up with them being linked to an Intimacy that's either too limiting or too likely to be broken in a natural way and thus killing the soul and wasting your investment in said soul. If Lelouch develops enough in character due to getting more friends, building up his own empire, and other things to get over being the scorned prince, where does that leave this soul?
That's why I think that giving the soul Lelouch's sense of justice and noblesse oblige makes sense. It's broad enough that it's very unlikely to change, and I don't see Lelouch completely forgoing his pride on a permanent basis either - even canon Lelouch in his dying breath declared he destroyed and recreated the world. Lelouch's anger as the scorned prince is also rooted in the injustice of it. He didn't do anything wrong in his mind, only asking his father why he didn't do anything to protect his mother and sister and why he gave up the search for the culprits, and he gets banished for it? What's more, his sister also gets banished? And then his father even tries to kill them to make martyrs out of them? And Nunnally is even more of a victim, having not even defied the emperor in any way! To Lelouch it's not just a matter of how he was scorned, it's a matter of how he was
wronged. If he, his mother, and Nunnally had done something to deserve such treatment, then that might be one thing, but they didn't. And so he wants a measure of justice, even if it's more along the lines of revenge than lawful justice. The fact that he continues seeing Britannia wronging the Japanese and other people he might care about only furthers his hatred for his father and the wretched empire that man rules. So, rage filled justice seems to make a lot of sense to me as the theme for the soul.
3. As meinmaru pointed out, the strategic brilliance is something better going to Muse I think. There can be overlap, of course, but we want each soul to be a unique entity. I also think it's preferable each one inherits something good and something bad from Lelouch. Here's what I'm thinking:
Muse of Unearthly Delights
-Core Attribute and Skill: Intelligence and War, with a side of maybe Wits and Craft
-Good Traits From Lelouch: Brilliance, competitive drive, creativity
-Bad Traits From Lelouch: Childishly and ruthlessly competitive, apathetic and lazy towards things outside one's interests
Darkling Grace Complete
-Core Attribute and Skill: Manipulation and Performance, with a side of Appearance and Socialize
-Good Traits From Lelouch: A great way with words, passion, reading people, maybe also family oriented
-Bad Traits From Lelouch: A strong inclination towards deception, really able to hurt people with her words even without always meaning to but especially when pissed
Sun-Heart Furnace Soul
-Core Attribute and Skill: Charisma and Presence, with maybe a side of Dexterity and Drive. (Lelouch has Knightmare skillz now!)
-Good Traits From Lelouch: Sense of justice/noblesse oblige, driven, daring and ostentatious if a bit hammy, natural leader.
-Bad Traits From Lelouch: Rage, hate, and anger that makes it easy to forget that sense of justice and cause collateral damage, and may not feel sufficient regret when it happens. Arrogant and aloof. Sadistic and cruel to enemies. (she would be kind of like Ligier, in these regards, but more in the style of Lelouch)
Sun-Heart Furnace Soul seems like she'd be the best for a more combat oriented soul. She's the one who goes into the battlefield and murderstomps things. That's not to say she wouldn't have any skill in War, but I think her skill would be more tactics oriented rather than grand strategy.