Sure...if Kara actually hung out with Winn outside the DEO anymore, if Winn had the ambition to actually change the world with his inventions, if Winn was actually one of the richest people and most powerful people in National City with the ability to make those dreams a reality, if Winn's criminal family was in fact on the loose and dead set on genocide, if Winn also still wanted said evil family's approval and if Winn had a more questionable worldview on aliens, then yeah, it's
just like Winn - a much, MUCH more interesting version of Winn.
That said, this:
Is exactly what I want, so I don't know what we're debating anymore, lol. Except I want her to keep doing awesome stuff as well (like setting the trap for the gang with alien weapons, destroying Medusa, etc), so she's not easily written off as a screw-up or someone Kara clearly needs to cut ties with. I like it when she bails Kara out of trouble too, and there's a balance. She should continue to do a lot of good for the city while also doing a lot of questionable and dangerous and ill-advised things, imo. It shouldn't be black-or-white with her at all.
Lena is my favourite new character. But, I do get Kelly's point in the sense that I don't think they spent much time actually pointing out that Lena could have worldviews that would challenge Kara's. After that first alien detector thing, the writers have been mainly cashing in on the Luthor name and Katie's acting to push the point that Lena could be grey while she herself actually never did anything remotely shady.
I mean, a. she went against her mother--whose approval she wanted--to protect aliens, b. she saved Supergirls' life when the choice was between hers and her boyfriend and lost flame and Supergirl is not even her friend, c. she went with Rhea's weird plan as much because she wanted to solve world hunger as because she wanted parental approval and d. she risked her life and happiness because Rhea threatened a Children's Hospital.
And she does seem to genuinely care about Kara without any ulterior motive (including sexual attraction.

)
I mean that girl has too much pressure on her because if a real-live person had done all this, we would be calling her a saint.
So, I don't think the writers have actually given her anything to show she really is morally grey; like Alex, for example, who goes around beating people (which I don't like) and has no issues killing when it comes to saving her family (which I can kind of understand).
While I blame most of that on their need to establish Mon El as a worthy person whose loss will matter to Kara, and may be having too many storylines, they need to rectify how they handled Lena in Season 3.
Show her to have actual backup plans that go against Kara's. Not the tech-geek psuedo science thing that they keep doing but something that has actual moral implications. Make an arc of it. And have Kara's other support system split on the middle rather than all being against Lena (as in Luthors). I would understand if Alex were all "Lena's right." while James could be "She is a megalomaniac... I see the symptoms." and Winn "But, she is a genius."
However I agree with you that...
Winn has had basically no story in this season apart from getting together with Lyra (and Guardian) and showing Kara how she was wrong in everything from judging Mon El for keeping secrets from her to judging Guardian for being human. He was pretty cool as the White Martian (and I like his friendship with Alex), but we didn't even see an aftermath.
Lena's arc was way better than that. But, not what it could have been.
There is so much potential there though. I hope the writers capitalise on that and forget the temptation of the "Luthor" name as a catch all.