Hello Red, and welcome! I just finished a re-read myself, and had many sniffles and teary eyes.
I think i "could" shelter any of them...though i have to admit i might be a bit leery about a Hork Bajir... it would be probably scare the crap out of my neighbors and turn my furniture to scrap.
That being said, i think the one i would most want to shelter would also have to be Ax. Partially, because it would be hilarious. Ax + two liter of Mountain Dew = awesome. Also, though, i would be fascinated to learn about Andalite culture. The inner nerd would come out and i would pester him about Andalite poetry and history.