#partial answer

Cruz, Dez, and Talon were all three nephilim in the Chicago Sanctuary. How and when they exactly met is unclear, but they had been there since the Sanctuary was established around 1800.

Cruz and Arch have known each other since the time of Emporer Justinian. They worked together at that time do fight riots that were started by an uprising of pixies. I was Arch and his mage alchemy that determined how to defeat them using iron dust. I have a whole short story about that I really should publish sometime.

In around 2014 Abriella was on the run from demons who had been sent to kill her by a crone, who had also bound her powers as an infant and lied to her about her true nature. A chance meeting with Dez and Talia (Talon's twin sister) caused her powers to essentially become unleashed in a rather chaotic way that required some heavy lifting to fix and restore her sanity. It was at this time that everyone also met Arioch, Raguel, Olly and Deacon, as well as Adriel. They were instrumental in that whole affair and the total melee that followed after (it was a mess for about six months afterward due to Talon and Dez being assholes).

Alliances were formed and friendships mended, except Talon who disappeared with his sister Talia. This is when the Horsemen were called by the Divine (Div), and Uriel (Olly's father) and Azreal (Deacon's father) were introduced to everyone. Shortly before this, Dez was killed in a battle with demons, right in front of Abriella.

At the Nephilim Ball to celebrate the calling of the Horsemen and the beginning of the New Age of Man, Lucifer and the Seven Princes of Hell showed up, so we got to meet them all at once. Cruz beheaded his and Abriella's mom in a beautiful scene and there was a fight that went into Hell and ended up with Lucifer pinned to the wall of the Ballroom by two of Abriella's daggers. Lots of fun.

Also at this ball, Abbadon was revealed as the Fifth Horseman, that of Destruction. Abbadon and Abriella were mated in Hell as well. Upon returning to the ball, Dez is revealed to be alive once more. Chaos once more ensues, Dez is good at that.

Being mated to Abbadon is what introduced Abriella, and therefore all of the Horsemen and their friends to Thinius, Mithos, Leandre, Andronicus, Thenasus, and Orpheus. They are also reunited with Arioch, who has a special affection for Abriella and will continue to. The demons swear allegiance to Abriella over Abbadon and become her guard.

Marcellus and Sorina are lesser players and are mostly familiar with Thinius and Mithos, who are their commanders. They will become more important later and be known by all, but I can't reveal too much now. SPOILERS!