Top three for me
Callia:  She comes across as an exceptionally poor fan-fiction character, and I was legitimately surprised and disappointed that they actually spent time giving her an in-game model.  I do not understand who this character is supposed to appeal to, or why any Forsaken fans would want her associated with the faction.  At best, she’s some tie-in for the inevtibale “teh lite iz evul too” storyline.  At worst, she’s the new Forsaken leader.
The supreme irony of Callia is that, in the same expansion she was introduced, they also brought back Whitemane as a Death Knight.  With the sole exception of being a Naaru puppet, I can’t think of anything that Callia could do better than Death Knight Whitemane - even leading the Forsaken.  (Yes, Whitemane leading the Forsaken is a stretch in and of itself, but it’s still a better story than Arthas’s long lost sister who only just appeared and is now undead and besties with a naaru and Anduin).
Baine:  How is it that he’s been around since TFT and still feels like a character in training?  For the life of me, I can’t think of anything he’s actually accomplished or excels at.  He’s strong and spouts off stuff about honor, but that’s about it.  Oh, and best friends with Anduin for some reason.  He’s literally the one “leader” who it feels like doesn’t actually have an associated class or skillset (yeah, he’s a warrior, but are you really going to put him in the same category as Saurfang, Varian, or any other actual WoW warrior?)  He’s Chieften only because he’s Cairne’s son and no other Tauren has challenged him for his role.  Even Anduin at least has somewhat proven himself, what with his stint in Pandaria and all.
Baine is awful and incompetent to the point that Mayla - a character who’s basically Female Baine - is actually the better Baine of the two.  This is mostly accomplished by her just having become Chieften pretty much right before the PC Legion story begins, so her inexperience is believable.  Oh, but she’s fairly competent by the time the zone is done and invasions start happening, so she actually grew into the role.  Baine, on the other hand, still feels like his WC3 ultimate hero ability would be “Find an Adult (Runs to the nearest actual leader so they can solve your problems for you)”.
BfA did Baine no favors.  After all the effort they tried pumping into him to make him somewhat respectable, he ends the expansion by not confronting Sylvanas, being a prop for an Anduin cinematic, and getting bamboozled by Kiro.  Kiro for Warchief btw.
Third would have to be a pretty distant third, so we’ll go with Genn.  Geen feels like they wanted to tell a story of hubris and the resulting fall, but they missed the mark.  Mostly because, as others have pointed out in this thread, Genn’s never the one to actually pay for his own mistakes.  So, I really can’t sympathize with his story all that much, and find it a bit annoying when its interwoven into the game.  Also, I don’t quite understand how he’s still alive after Stormheim - him taking a black arrow to the chest should have been significant (also Sylvanas not shooting him in the back of the head as he walked away).
Honorable mention would be Zappyboi.  I don’t have anything against the character, but I’m not thrilled with how they’re really trying to build him up out of nowhere.  It seems like an extremely hit or miss approach (with Callia being an obvious miss).
Oddly enough, I don’t actually hate Anduin as a character.  I don’t find him very interesting (feels a bit generic), but I don’t hate him for that.  I do think he’s a bit overplayed in the story though.