What amuses me is that you already know the answer to some of these.

8. How does one comfort the other when the other is in distress/having a panic attack/crying

In current experience, P’shali is the one most likely to be crying or having a panic attack, though everyone in the squad seems to have their respective issues that lead to breakdowns, and they all have their own ways of comforting.  Speaking from P’shali’s perspective alone, Sebha’to ( @skyysinger lol) is good at bringing him back from an autistic meltdown by giving him what he needs at the moment (such as blankets, pressure therapy with hugs, and just talking him through his worries) and is a patient as all hell even when P’shali says dumb stuff that could potentially be upsetting to anyone that doesn’t know him.  Swath ( @theaetherhealerffxiv ) is patient and a good listener, letting him vent his worries and reassuring him, sometimes with a bit of help from Sophia.  Jacques ( @thedarkestdragonknight ) is the sort that wants to punch the bad things to make it go away for daring to hurt his loved ones, but at the same time his first reaction is to comfort and reassure his partners, and likely to just sit them down and cook them tasty treats to help soothe the hurt in the meanwhile so they can cope with their feelings.

P’shali tries to emulate all of these, he looks up to the others with a great amount of respect as well as affection, and while his default is trying to make things to people to hopefully make them happy, he tries his hardest to let them know that they are loved.

19. Is one of them self conscious about their body? If so how does the other comfort them

Again, I think they all are to some extent.  Jacques has issues with his past as a Garlean experiment and test subject, and the scars (physical and emotional) are pretty noticeable.  Swath has some varying insecurities with his body depending on his fluctuating gender identity, and Sebha’to (as you already mentioned) has some serious self-conscious feelings going on due to being trans and trying to find ways to feel comfortable with his own body.  P’shali is probably the least self-conscious about his body, he’s actually pretty alright with his body as it is, which makes it hard for him to relate and understand at times, though that doesn’t keep him from trying.

As for comforting, the same answers as above apply: they all have their own ways of trying to help comfort each other.  This is probably one area where P’shali’s crafting skills are able to shine through; P’shali goes out of his way to make clothes for Swath and Sebha’to to help them feel comfortable with their gender presentation, and he makes clothing and armor for Jacques that he thinks will help him with his own issues, as well as alchemical concoctions to help calm him down if he feels a panic attack coming on.

Heck, the whole thing with making clothing for Sebha’to and Swath actually has P’shali wondering if he should focus on making custom clothing for trans customers--he does it a lot already, he’s getting practice.  If anything, they’re his inspirations for it.