Great list and I can mostly agree with all. Here are my thoughts on the girls you listed:
Wendy - Yeah, I have very mixed feelings on her. While I don't dislike her, I certainly believe her character could use some massive improvement. For one she's very underdeveloped, we don't really know her family and home life and what she goes through on a regular basis, and her interactions with other characters are very scarce. Like I've mentioned before, she is very inconsistent, like sometimes she's portrayed in a positive light, and others in a negative light, which is very confusing on what kind of character Wendy is supposed to be. And I can certainly agree that her "feminism" is a very annoying aspect of her character. There are many episodes where she's implied to be a feminist, but her actions are prone to do things that are slandering to both men and women. One example that stands out to me was in season 20 where she and the rest of the girls turn on the boys to "prove a point". That's not feminism, real feminists fight for equality, not trying to prove how girls are superior to boys. But if given the right development, I think Wendy could be a very interesting character if they elaborate more on her inconsistencies.
Bebe - Yep, I can agree with your description on her. There's not really much substance to her character other than the stereotypical popular girl whose obsessed with fashion, makeup, boys, dolls, and whatever other things stereotypical girls like. I really wish Matt and Trey continued to give further development to Bebe as she was quite likable in "Bebe's Boobs Destroy Society". Before anyone comments that she was always a stereotype as seen in "Clubhouses", that is irrelevant to my point and I am saying that she was likeable in Bebe's Boobs Destroy Society, and that they didn't really go any further with her character as they reduced her BACK to a stereotype.
Heidi - Yeah, I've always found Heidi to be a very boring character. She was such a random add-in to the series and her relationship with both Cartman and Kyle was incredibly forced and cheesy. A large portion of her character in season 21 was to showcase Cartman and his negative qualities, and I never did understand how she transformed from a typical mean girl to a humble and nice person overnight. We can only speculate that the trolling she got online made her a nicer person.
Annie - She's one of the few girls that I can actually tell apart. She seems to be one of the nicer and more naive girls, but unfortunately she doesn't have enough screen time for me to make any crucial judgements on her character. Hopefully Matt and Trey can give her a day in the limelight, considering that she's been on the show since the very first episode, but that seems unlikely.
Red - She's a very underdeveloped character who is fairly hard to rank, so I don't really have much of an opinion on her, but I think your views on her are interesting.
Nichole - I can actually say I am pretty fond of her. I absolutely love how she's not defined by her own race, and she seems to have a nice and geeky side to her character like ArtisticFangirl said above me. I really don't see why the writers shy away from so many opportunities to further develop their characters.
Nelly - I agree, she seems like a total badass. I love how she is different from the rest of the girls and seems to be more tomboyish, and, in my opinion, South Park could have at least some degree of realism and relatability, because the girls are all mashed together like an undefined group rather than being their own person who you could tell apart.
