Some thoughts on possible shared backgrounds, common goals, and other connections.
Siella and Gerhardt/Gars: See previous post on the subject.
Siella and Caladur: Probably one of the more interesting possibilities. Both are from forest-dwelling elven societies but took very different paths; she connected with ancient elf magic, he studied forbidden arcane witchcraft. They could definitely have a shared past and may even have grown up together, but are not likely to have been adventuring together recently.
Siella and Audien: Unlikely to have any background or goals in common, and even less likely to get along.
Siella and Lilith: Similar to the possible connection with Gerhardt/Gars, Lilith is highly knowledgeable about society and travels a lot, making her a natural guide of sorts for Siella. A magic user and a highly trained animal would also make good additions to bardic performances.
Siella and Cerim Treascair's halfling magus: Siella's druidic circle is suspicious of arcane casters, so there's very little in common here.
Siella and Ironbite's undine hunter: A couple of good points here; both have a connection to nature-based magic and both have a background as hunters and archers.
Gerhardt/Gars and Caladur: Both have a background as healers, and thus share some commonalities in that area. Caladur's interest in studying different types of magic could draw him to Gerhardt/Gars.
Gerhardt/Gars and Audien: Not a lot of material for connections, though an attempt to reform a troubled soul and a need for a bodyguard could provide a potential reason for Gerhardt/Gars to bring Audien along.
Gerhardt/Gars and Lilith: One of the better ones; a bard can act as a good covert investigator for someone who wants to find out what corrupt priests have been covering up.
Gerhardt/Gars and Cerim Treascair's halfling magus: I can't see a lot of good reasons for there to be any connections here.
Gerhardt/Gars and Ironbite's undine hunter: Aside from a philosophical curiosity on the cleric's part about the Elemental Planes, I can't come up with much these two would have in common. The two are both from rich families, though, so at least that's something.
Caladur and Audien: Both are outcasts in some manner, so there's some solidarity there. On the other hand, elves and dwarves rarely get along.
Caladur and Lilith: Caladur's interest in different types of magic and about humans in general makes a connection with the bard possible. As before, a magic user would be able to help a bard's performances.
Caladur and Cerim Treascair's halfling magus: Same as with Audien, except now both are arcane casters as well as outcasts and there's no elf/dwarf baggage. A lot of potential for common goals, and the two could well have been traveling companions for a while.
Caladur and Ironbite's undine hunter: Again, not a lot to work with here, but a planetouched character could attract attention from someone curious about how different types of magic work.
Audien and Lilith: Really not seeing a lot of good potential here. Bards and monks tend to be opposites in a lot of ways.
Audien and Cerim Treascar's halfling magus: Both outcasts with rather violent tendencies. Could well be out for vengeance together, and potentially recruitable by the rest of the party on work-release from whatever prison they inevitably wind up in.
Audien and Ironbite's undine hunter: Maybe, maybe not. Nothing either positive or negative jumps out at me.
Lilith and Cerim Treascair's halfling magus : Both wanderers relying on luck and on magic to get along in life, and the usual contributions of a magic user to a bardic performance should be mentioned.
Lilith and Ironbite's undine hunter: Again, nothing either positive or negative would strike me here. This will likely change once the latter character gets a background written, though.
Cerim Treascair's halfling magus and Ironbite's undine hunter: See above.
Is there a lawful Khorne equivalent in Pathfinder?
Gorum seems to be the closest to Khorne among the major deities, but he's chaotic.
EDIT: Changed names for Audien and Lilith.