I thought Ziyal was rather dull. The writers could have named her Plot Device.
This, I think, is the most accurate description of her, sad to say. While I like the idea of Ziyal (and how she reflects Dukat's character), her character was treated so clumsily that I found it hard to really connect with her.
That TPTB kept recasting her so much certainly points to her being not much more that a walking, talking plot point to them, but there are other things that gives me whiplash when I think too much about her.
There are a couple of hints in
Return To Grace that she and Damar were friends at the time (she says he taught her the knife trick that Kira easily counters - why would he teach her a knife trick unless he was concerned about her safety?)
Yet a year or so later, he hates her and she hates him. There's no reason given. All we're shown is that Damar's such a deeply patriotic Cardassian that he decided to hate Ziyal just because she's half-Bajoran. While I think that's perfectly plausible of Damar at that point in
Sacrifice of Angels, there's that the big, happy grin he gave her after they transport onto the Klingon ship in
Return To Grace that I find difficult to forget.
Thus the whiplash!
I think of Ziyal's arc as sad and tragic, but that tragedy was caused just as much by the writers as by the stories they included her in. Considering how interesting Ziyal could have been, she - and we - deserved better.