This is one of the most impressive stories I've seen across both the Haruhi Suzumiya series and anime in general - that is, it encapsulates what makes the setup of the show so phenomenal, as well as what makes the main characters so favorable.
The Disappearance is a tale that initially follows Haruhi, yet surprises you with a central focus on Yuki Nagato. However, as prevalent as these characters were in this movie, I believe the main point of this story is to serve the purpose of giving each and every Brigade member their time in the spotlight, where their inner feelings and character developments over the course of this school semester come to light.
Yuki's growth as a human interface developing "systemic errors" that are her true feelings and emotions is one of the most touching moments of the film. She's living in a complicated envy, as well as a struggle with her lack of expression that her overall system does not know how to deal with. Her buggy, "emotional" outburst is the proof of what great strength human emotions, and most importantly, connection can have; and as her character gets influenced slowly by the other members, it only makes Yuki a more likeable and complex character than the simple role that she filled in the beginning of the series.
In fact, this is the case with every character involved, where despite having a key aspect of their personality focused on, this movie breaks them away from otherwise being uninteresting, underdeveloped, and one-note. You see this with Mikuru Asahina, whose internal struggle with her livelihood as a time traveler is put on full display. She gives Kyon a word of advice that sounds more like a depressing word of caution - to appreciate his high school moments, ones that he will only look back on with pure nostalgia. Sadly, Mikuru herself is stuck in that kind of position, not only looking back on the past but having to relive it thanks to her job. In my opinion, this sets her up as the kind of person who really dislikes their current identity, and if, given the opportunity, would have loved to live in a world as a normal high school girl. Her inability to move on from the past, shown with her muffled confession to Kyon and her continuous fear of Yuki, displays that internal conflict as a result of her time-traveling work, and based on the timeline Yuki created where everyone is normal, you can't help but feel for every one of the characters in that clubroom, not just the culprit.
Itsuki Koizumi is very similar to Mikuru in their personal issues, in the sense that both of them feel displeased with their current livelihoods. I believe Koizumi is a character most distant from the rest of the members, hardly displaying any true emotions and, from what glimpses he shows Kyon, only shows that he is the kind of person who isn't ever honest or upfront in his emotions. His jealousy runs far deeper than what his calm demeanor may lead you to believe, as seeing as he is of similar age to Haruhi and Kyon, I think he also wishes he could just be a normal high school student away from his organization. Not only that, but I think more than anything his love for Haruhi is a prevalent factor, and as much as he comes to like and respect Kyon for the person that he is and what he's done for the group, I believe deep down Koizumi wishes he was in Kyon's shoes. To be able to be seen by Haruhi not as a transfer student, not as an esper, but as himself; and unfortunately, he can't seem to escape that reality even in a normal timeline.
On to the two main characters of this film, Haruhi and Kyon, their inner feelings and emotions as individuals come to light in a far less tragic sort of way than the other 3 members who lack a human identity. Being the only two normal humans (one absolutely ordinary and one universally powerful but isn't aware of it), they are the only two characters who can really enjoy the SOS Brigade to its fullest extent. There is no mission to be followed, no plan that might sweep them away from indulging in normal high school memories and affairs. And, funnily enough, while Kyon rejects a more ordinary reality and pledges his loyalty to the otherwordly timeline that he came to know and love, Haruhi tends to be a character that, despite what she makes the people around her think, is an entirely reasonable person and does not shy away from facing reality.
Of course, I mean that relative to her obsessive behavior over aliens and universal fables, but there still is an honest normality to her that brings a complexity to her character and spirit, and that's animated brilliantly in this film. In the odd timeline, it shows a different side of her that isn't either wrong or impossible - its that she is more accepting of reality, and chooses to pursue an educational path that benefits her future as a normal girl in her position would. However, clear in her reaction to Kyon's appearance, she still harbors the same feelings as the Haruhi at North High does. All in all, I think Haruhi is very misunderstood, as despite wishing that aliens existed and that being what the club initially revolves around, I find that her true feelings are found in a much deeper craving for connection. She clearly grew up lonely and outcast in her middle school days, and this series has shown that it isn't just the adventures and the crazy happenings that makes her happy, but its the fact that has a band of friends to share that with, and one in particular that she loves the most. I do think her relationship with Kyon is far more complex than a simple crush, as is Kyon to Haruhi, but I do believe that both of them honestly admire each other, and at the end of the day thats all that matters to them. Haruhi puts her friends first, and this movie makes a point of that loyalty.
Kyon is one of the most satisfying main characters of all time. He isn't particularly annoying or useless, which is a valid concern for stories like this, but he is caring, smart, and harbors a ton of positive traits that are hid behind is cautious dishonesty that is a result of being shy and, like Haruhi, a bit lonely. However, like Haruhi he puts his friends first, but no matter what he balances that with his desires. The choice he makes in the film is extremely difficult, as their is merit to both timelines, but I think he made the choice that was most honest to what he valued - which were the true selves of his best friends, and the only world that to him was worth "putting up" with. If as a viewer you put yourself in Kyon's shoes, then in knowing the information about the other members it becomes terribly difficult, doesn't it? In a way, to release Koizumi, Mikuru, and Yuki of their utmost struggles isn't a bad thing to do; however, like Kyon himself, we have also only come to known the "right" timeline - one that revolves around Haruhi, one where aliens exist, and one that is a whole lot more fun.
Overall, my thoughts on this film never reach an honest conclusion. I don't know what I would choose, what I love best about it, or even which character is my favorite. But I know that it was incredibly written and a beautiful film, and I will continue to recommend this series as a whole, for this movie does not nearly mean as much without going through the endless episodes and crazy events that Kyon himself had to go through.