Zip-Zip!

Time: He's conflicted. Since JoJo has confirmed he doesn't know Time is his predecessor, I think he just sort of has mixed feelings about him. LU Legend seems to not really do well with authority figures, he tends to pick fights or generally be kinda sassy or contradictory with most of the older heroes so far. I think he's likely wary of Time, not sure how to handle an adult hero who's already moved on from the heroing part of his life. There's very little content of them directly interacting, outside of planning/stratigizing, beyond these two panels

These are both from the first 10 or so comics in the main story, and both are just Legend being a smartass and Time either rolling past it or snarking right back at him in a dismissive fashion.

I think they both keep each other sort of at arms length and while there's respect for skill, they don't have very much of a connection. Maybe Legend reminds Time of his younger self to an extent, and doesn't know how to handle that (this is conjecture) or maybe he just hasn't had any reason to build a connection with him, especially when we see that Time's main focus at most times is either Twilight or Wind, ironically, his successors. Maybe Time focuses intentionally on his successors, in which case I am curious to see if his attitude towards Legend might change once they realize that Legend is also one of his successors. We'll have to see though.

Twilight: This one is pretty central so far in the story, what with the DDR arc and the Sunset arc. Legend and Twilight are pretty close. Not as close as Hyrule apparently is with him, but enough for Legend to trust him a bit with his gentler side, and as I've pointed out before, Legend is downright hovering the second Twi was out of bed again. I know I just got done saying Legend doesn't take to authority figures well, but I think the fact that Twilight has both called him out on stuff but also heard him out and offered support on difficult issues has made him an exception to that rule. After the bully comic, Twilight seems to handle Legend more like one might an ornery cat, and I think it's endeared him to Legend on some level.

Also, Twilight apparently promised to take him fishing some time, which screams sibling dynamic to me. So, I'd say they're on their way to having a big brother and little brother relationship, Twilight's definitely the more mature of the two, even if he's got arguably the shortest time being a hero out of the chain (one of the only ones to have only one adventure), but he's arguably also the only person with a taste of a normal life in Hyrule, which I think would be good for Legend to learn about from him. Legend may be the most experienced adventurer, but Twilight is the most experienced Regular Dude Living Life out of the chain (Sky doesn't count, his world is nothing like Hyrule and his normal is NOT the usual normal)

Warriors: I think we all know that Wars and Legend have this habit of making digs at each other, but also taking bets and gossiping about stuff. They're like the definition of "only I get to beat up my brother!" where they'd definitely defend the other if need be, but all maturity flies out the window if one of them irritates the other. Wars might be older, but every time they interact, he inevitably ends up forgetting that because Legend will get under his skin every time. That said, they can bury the hatchet for an hour or so if there's some good tea to spill or a bet to make. They're terribly competitive though, I just know they are.

Sky: I don't think Legend knows what to do with him. Everyone likes Sky, and unlike everyone else Sky is shown to take no issue with Legend's attitude (i.e: the bully comic). Legend's probably not used to that so I think he generally isn't sure what to do about it. He seems to be gentling to him though, and JoJo does tend to show Legend with Sky a lot. Sky's like the soft, gentle sibling, except they have dirt on you and will remind you (I died when he made bunny ears at Twilight!) Between Sky and Twilight, Legend is gentling a bit, and moreso with Sky because he can't really start something when he doesn't get any response for it. Having had to trust him with the rabbit thing has definitely brought them closer too, and I feel like there's an unspoken sort of understanding there but they don't really interact much, they just end up sharing space a LOT. That said, Sky does love to tease Legend when he can,a ND will rile him up the way annoying older siblings do, but then just walk away after and never dignifies him with like a fight or argument after, he just likes to tease and then play innocent.

Hyrule: We finally have it as cannon! Hyrule is the service dog to Legend's anxious cheetah self! Literally anxiety regulation given hylian form! They're close, but unlike how the fandom depicts it as "legend's cool and Hyrule admires him" I think they're both keen on living up to the other's expectations. After all this panel DOES exist

Legend Canonically values Hyrule's good opinion of him, he wants and needs Hyrule to have respect for him and see him as capable and skilled. They're about the same age, I think, and have lived pretty similar lives. Maybe they're only just now discussing it in cannon, but given that JoJo has also confirmed that they were both the first Link the other actually met, they seem to have a close bond and an understanding between themselves. Maybe they don't interact a lot on their own, but maybe that's because they just generally have different ways of handling new people. Legend's defensive as a reflex and Hyrule's more curiosity driven and open to new things. Hyrule seeks connection, Legend avoids it, but it's like the two siblings where one is pretty social at school and the other sits in the corner and watches, but they still walk home together after and chat about the day, y'know? I feel like Hyrule's the one that would drag Legend into social stuff or group activities with the excuse of "I don't wanna do it alone" when all he really wants is for Legend to stop looking gloomy by himself. Again, emotional regulation dog and anxious cheetah vibes LOL

Wild: Like with Hyrule, they're close in age, but their interactions always have Legend playing the role of more experienced but gently understanding. And yeah, I know, I did say gentle on purpose. There's not a ton of Legend and Wild one on one interactions, but they did have that conversation about settling down one day in the Malon comic (Wild fr was with Wars on the "where do you see yourself in the future" spiel)

Legend's also one of the people who Wild's confided personal details to, particularly regarding Mipha. I think Legend and Wild both see each other as peers with wildly different experiences and levels of experience. Legend knows he's got more knowledge and will impart it or use it to protect Wild when no one else does so first

But he doesn't take on a mentor role to any extent. He's not old enough to garner that sort of respect from Wild, even if they all know he's done a lot. Personally, I see it as they've both gotten close to Twilight for differing reasons and so are closer to each other by proxy, and so Legend feels some level of responsibility to Wild, while also acknowledging that as a peer, he doesn't have a right to speak or act unless no one else does first. That and he's still got a lot of walls up, but I digress.

Four: They don't actually interact very much? Off the top of my head, their only interactions are the Like Like comic and the famous forging scene where Four all but threatens Legend's life if he dares to mess up Wild's new sword.

Four is also pretty removed from most of the rest of the heroes except Twilight and Wind, so it's hard to say in general. I think since there's so many people around, they just haven't gotten around to spending much time together in cannon. Now, if you want my HC, I think Legend's maybe wary of Four because of the whole Palace thing, and Four himself just sees a loudmouthed, somewhat aggressive person and just decides to not engage or flirt with trouble. He's more levelheaded and Legend's highly emotional, so I feel like they gravitate away from one another a lot.

Wind: Obviously there is some level of connection, at least in the early sketches, and they do have some pretty crazy stuff in common

That said, since Wind tends to gravitate to Warriors and Time, two people Legend doesn't go out of his way to spend time with, I don't think they've really explored much of a relationship with one another. Regardless, Wind is a young hero, and I think maybe Legend does see a bit of himself in the sailor since he was, Canonically speaking, a lot like him not that long ago. I think that might be why he gets so worked up when they got into that argument back in the Sunset arc: he's worried about Wind being misinformed about the world or making poor decisions, likely because he's been there himself and wants better for he sailor

Wind doesn't have an established "mentor" among the chain, and being as young as he is, Legend might see it as his duty to push him in the "right" direction or correct him when he goes a different way than the one Legend believes is the best one, at least until someone else steps up for the sailor (who is very adamantly rejecting others taking responsibility for him, I will add).

(All imagines naturally belong to JoJo)