Some things that I wouldn't mind seeing developed further:
What are your legacies rules? What is its traditions? How do they differ from what the public expects of your legacy?
What keeps Vanguard going despite her feelings of being thrust into the role too soon?
How was it that Irina's father stopped General Winter? What happened when other heroes tried to stop him? Why was Vanguard's presence necessary?
What can you tell me about the other members of Vanguard's legacy? How was Sergei captured? Is Alexei judgmental about Vanguard or is it something else? How did Katarina become a possible member of the legacy despite not having the Orlov name?
All in all, solid effort. I would like to see what more you can come up with.