With Cormag, I have some suggestions to make. At no merges, I’d suggest focusing on his strengths - Atk and Def. Honestly, His Atk drops a bit too low for comfort with Brave Lance’s Low BST. Even if you change his seal to Death Blow 3, he hits 56 Atk on initiation. 56 x 2 is still iffy. You’d have to run a +6 Atk buff from his team to reach 62 to start being in a comfortable Brave Lance KO range. I also thought about a Brave Lance build with Cormag, but it is discouraging that Cordelia does it better with her Prf, and access to +Atk IV, which essentially give her +6ish Atk over Cormag, which is very significant when your weapon hits twice.
His native Slaying Lance is good with Bonfire, as it ups his Damage output with both Weapon Mt and Specials. I’d recommend Quick Riposte in either B or Seal slot so he can reliably double opponents when he’s at full HP. Otherwise, he struggles to double without merges. Another good weapon for pure defense is Vanguard+ from Thea.
He can run a variety of good A slots, and if you put QR is his B Slot, he can run Iote’s shield or another Seal in Seal slot. (the new sturdy stance seal, for example, is a great choice) For his C slot, Flier support skills are great for a flier team, otherwise Atk Smoke is an excellent option for repeated tanking. Hope this helps some, and if you want any more build advice from me on him, feel free to ask. (I’m not the “authority” on it or anything, but I’ve made some builds for him) He’s a cool unit.