The Thought Cloud stats are displayed as the Bravery, Truth, Compassion, and Justice diamond. These are the stats used in blade bonding. Check the bottom right of the screenshot below to see it. How are these levels calculated?
I thought it was tied to the number of affinity unlocks your blades have with that symbol, but Dromarch currently has 7 bravery while the other blades equipped on Nia have none (and the game says she has 5). I tried equipping other blades on her with more unlocked bravery affinities, but the stats didn't change, making me think it goes off all the blades the character has. But how exactly are these levels calculated?