Why can't I access any previous hero I built after making another? I can't build a custom team if it keeps hiding/blocking/deleting my characters.
Also, the list of player-made heroes really needs a search bar.
The "companion" part could have been done better too. Why only one? Why not get together a squad of survivors like in TLS2? There's NPCs in some of the safehouses that you could recruit, or you could find them in hiding. Five or six guys marching along with heavy weapons? Forget escaping, you could do some serious work on Exterminating the zekes. And, why is it that you can only give your sidekick guns? Should have been set so you could change their outfits, give them body armor, even level them up and feed and heal them the way you do yourself in Hard mode.
I agree with Silverkarn, especially the part about a gunsmith that could modify your weapons. Instead of having to choose Scoped OR Lightened OR Extended Magazine, etc., you could pay a guy to work on your guns and combine those features into one weapon for a better design. Being able to use some of that hardware you find lying around would have been nice too. Nails, bolts, metal sheeting and so on, that's an excellent basis for a crafting system.