I have 3 
Cap, Loki, 3
Captain Marvel, 3
Daken, IM40 all at max covers. IM40/LCap is the closest, I want to champ Capt Marvel for her new Peggy covers (and I’m farming 2
Marvel right now). Already have CMags, Patch, GSBW, KK, Thor champed. What order should I focus on? Thanks!
IM40 should be your first priority. He will last you well into your 4* transition. He’s simply the best support character in the game right now. Cmags/KK/IM40 is a great pve and 3* pvp team. He pairs well with just about every 3* you already have champed though.
After that I’d leave it to personal preference. Peggy covers are a great reason to champ cmarv, though that will take time. I’d put 3cap before her. He is another character that pairs amazingly well with Im40. Loki needs the health boost from champing to be viable. I’d leave Daken for last on this list.
tl;dr: im40, 3cap, cmarv, loki, daken in that order.
I would go slightly differently. I would do Lazy Cap first, because IM40’s best power is his yellow, and that’s level-independent (similarly, all of Loki’s powers are level-independent, so he should be a low priority to champion). And IM40/LCap is one of the better teams at the 3* level, especially for PvE. That said, you will be using IM40 long after you have basically stopped using Lazy Cap.
Thanks both, I had just enough ISO to champ both IM40 and Lazy Cap, will do the rest in the order you recommended 