This is gonna be easy.

For Clover, that's Alice.

For Kougyoku, that's Alibaba.

For Roxas, that's an even split between Axel and Xion

Maaan, what is it about my characters and best friends whose names start with A?

Imma have to do my drops, just to see if the trend continues

...It doesn't.

Shion's best friend is KOS-MOS. Or possibly Miyuki. On a social level it's more Miyuki, but there's a lot more trust/attachment/intimacy with KOS-MOS

Madoka's best friend is Sayaka

Roxy's best friend (back when I played her, before I got behind in Homestuck) was Jane. Though she was also wicked attached to Dirk, Jake and Calliope.

I make disclaimer cause incomplete canon I am not up to date on

As for in games...

I didn't play Roxy long enough for there to have been any notable changes

Madoka just steadily grew closer to all her in-game canonmates. Notable non-canon close friendships included teammates, Tavros and Saya.

Shion was closest to Mal and Judith right off the bat, then Snake, then Selenia in the second time I apped her.

Clover is... totally Peridot dating, and her off-team bffs are Star and Locke, I would say.

Though she's a social bird, when not in hiding

Kougyoku is still going OMG people! At everyone. Who her actual best friend would be is yet to be determined

Roxas... has developed both 'friends' and 'family' categories, in Aather, which are somewhat different. Teammates generally tend to go into family.

Lloyd and Mithos ditto.

Close friends in Aather include Ven (obvs), Josh, and Jill.