(Ah Dar you beat me to it.)
Anyway, it's Sorrow. He's a much better-written character, and his decisions and actions are very relatable to anyone with emotions. What he did wasn't justified, but understandable. His very existence and attitude are interlaced with the game's narrative very smoothly, and it makes the ending feel like it's tied off with a nice little ribbon.
Ghadius isn't a bad villain or even a bad character at all, but his motivation more or less boils down to "I'm evil lol" (I know he's bitter over being banished, but I don't recall it ever being stated that nightmares are a vital part of the world, ergo, evil). He didn't really feel as directly tied into the narrative and to me it made the story feel a little less..complete? I'm not sure how to word that. He's a very cool villain, but a fairly boring and traditional take on the role. He's not very relatable to most people *side-eyes Dae*