I'd have to agree with you, at least in part, about Ziyal. Most of the secondary characters on DS9 were quite well-developed, but Ziyal did seem to be more of a plot-point than a person a lot of the time. Of course, it didn't help that she was played by 3 different actresses. The first Ziyal looked about 14, the second one looked slightly older (and I believe that was the one that first interacted with Garak, and they recast again partly b/c she still looked too young for him), and the last Ziyal could pass for early 20s. They tried to give her a bit of personality with the artist angle, but it fell a bit flat to me. It might have helped if she got more scenes outside of those with Garak, Kira, and Dukat. For example, interaction with Jake would have been great for her character, especially during the Dominion occupation. The underlying tension with their fathers being enemies, while also bonding over being different than their fathers, i.e., choosing artistic careers (writing, painting) over military ones.
That being said, I thought the 3rd actress was the best one and they did seem to try and flesh out her character a bit towards the end.