1. 2FA security, all of the wallets I've used doesn't have this feature and I think this would add extra security or maybe a PGP signature to unlock the wallet. Also a mobile version as well as coin join feature.
2. I don't have specific issues with the wallets I'm using right now
3. Electrum, most trusted and reliable software or portable Bitcoin wallet.
4. Have some coinjoin feature for micro transactions, offline transactions feature if possible.