I adore the composition that was done in the songs you made! And I absolutely love that your mind went to contrapuntal baroque when you saw the picture. However, while I enjoyed the composition in general, it does sound very stiff since Dorico is, imo, as a past user, a midi player disguised as a score writer haha. A critique i have would probably be how the character's themes don't really feel like "themes" in the sense that, a motif was introduced, but the entire song itself doesn't feel like it was built around the motif. The composition of the songs definitely represents the feeling its going for, however, for me, if i were playing this game, i would probably fail to recognize that it's a character's theme. For example, Locke's theme had his motif played twice in the song, but it felt like the second round of his motif was just a loop of the first time the motif was played. If you listen to other game soundtracks, for example, Lace from Silksong by Christopher Larkin, Lace's melodic motif doesn't even start until halfway through the song, but the entire rhythm was already building up its own motif, and it builds up to the melodic motif and it continues to play around the rhythm motif and melodic motif. Though that's probably just me being nitpicky and maybe it is due to the limitations of contrapuntal baroque compositions and lack of dynamic control from Dorico. If it were polished more to sound like actual instruments and not midi, i would enjoy the composition way more, so as a fellow Cubase user, I can't wait until you learn how to use it :D
Also, I don't know if this'll help, but the entirety of the Hollow Knight franchise's OST is a masterclass in of itself just by critically listening to it and see how and why things work composition wise, in game wise, thematic wise, etc. Best of luck to your musical journey friend!