I'm not entirely sure which new characters are introduced specifically in volume 4. But it's likely that there are characters related to the new races or groups that the siblings encounter. Maybe there are some game masters or representatives of different factions.
Often in this series, new characters are brought in to create more complex game scenarios. So in volume 4, there could be characters who are experts in certain types of games that Sora and Shiro haven't faced before. These characters would be important as they would pose new threats or opportunities for the protagonists. They might also have unique abilities or knowledge that would impact the story.
There could be characters that are key to the political or social aspects of the new areas the siblings explore. For example, if they enter a new kingdom or territory, there might be a prince or a powerful noble who has their own agenda. These characters would be important as they would be involved in the games and power plays that Sora and Shiro get drawn into in this volume.
Sora and Shiro are likely to be important as they are the main characters throughout the series.
One important character could be new adversaries that Ainz and his group face. These characters bring new challenges and often have unique abilities or motives. Another might be some minor characters within the native population of the new world that help to flesh out the world - building aspect.
In this volume, the Lizardmen leaders such as Crusch Lulu are important. They represent the native species that Ainz has to deal with. Among Ainz's subordinates, Demiurge also stands out. He is very intelligent and his strategies and ideas are important for Ainz's plans. There are also other minor characters among the lizardmen tribes that add to the richness of the story.
I'm not entirely sure about brand new characters introduced only in Volume 7. But of course, Bell Cranel remains very important. His growth and development are central to the story. And Hestia, as his goddess, is always significant. Other existing characters like Ais Wallenstein also continue to have an impact on the events in this volume through their interactions with Bell.
I'm not entirely sure which new characters are introduced specifically in volume 9. But generally, in the Overlord series, characters like Ainz Ooal Gown remain extremely important. His actions and decisions drive most of the story. The floor guardians such as Albedo also continue to be significant as they carry out Ainz's orders and protect Nazarick. There may be some minor characters from the human kingdoms or other races that are introduced to show the different perspectives in the world.
Based on the general trend of the Shield Hero light novels, volume 7 may introduce characters who are related to the ongoing story arcs. Since Naofumi is constantly facing new challenges, new characters could be those who hold keys to solving problems or creating new ones. For example, there could be new magic users who have different views on Naofumi's power. Raphtalia and Filo will remain important as they are part of Naofumi's core group. And there could be some authority figures in the world who start to take notice of Naofumi's actions in this volume and interact with him, thus becoming important characters in this part of the story.
I'm not entirely sure about all the new characters in volume 14. But sometimes new characters are introduced to either help or hinder the main characters' progress. They could be other adventurers, or perhaps some mysterious figures related to the dungeon's secrets.
It's possible that in volume 6, some characters from different classes who were previously in the background come to the forefront. These characters might have unique skills or knowledge that can either help or hinder the main characters. Also, there could be some characters related to the school's management system, like those in charge of specific tests or evaluations, who are introduced to add more complexity to the story and the relationships among the students.
I don't have the exact details on Volume 9, but considering the pattern of the series, there could be powerful hunters from other regions introduced. They might come with different fighting styles and powers. There could also be some characters who are somehow related to the ancient history or mystery that the series often delves into.
I'm not entirely sure which new characters are introduced specifically in volume 5, but likely there could be some new students or faculty members who play significant roles in the power dynamics and plot development.