Personality
Here are some of Ureksa's major characteristics, explained so you can better understand him.
Strong: He's a Craftlord; he has to be a skilled blacksmith and strong fighter to gain this title. He also faces off against Cleru or Pratty three times, so it's pretty obvious he can fight. As for how he became so strong and skilled, my guess is that Rumari trained him.
Brave: As for his strength of will... He endured the pain of betraying his friends for the purpose of revenge. He chased after his goal to save his sister knowing that it would turn him into an enemy of Wystern. He wasn't afraid of becoming a wanted man. He is not a coward, but when it comes down to it, it was falling to the pain of helplessness which caused him to give in to Parista's influence. Courage aside, his strength of will is not unbreakable, more like fragile. However, it was frustration and not fear which affected him most.
Stubborn: Sakuro calls Ureksa stubborn, though not in anger. It is proven to be true in several aspects. Rumari had told Ureksa not to seek revenge, but he did anyway. Even after Cleru or Pratty discovers him plotting with Lubert, Ureksa continues trying to get revenge on Parista. He doesn't back down because he's been seen despite the possible consequences of being exposed as a traitor. He's willing to give everything up for his goal and refuses to let anyone stop him. On the positive side he is determined; on the negative he has trouble accepting his mistakes. It all goes back to the frustration of wanting to help and not being able to accomplish what he would consider enough.
Caring: Ureksa can be very caring, especially towards Rumari. Though he did betray his friends, during the lighthouse roof scene when he realized there was another way to help Rumari, he is consumed with guilt. I think this shows he cared about the other Craftlords too, he even called them his "friends" when confessing his traitorous actions.
Grateful: The way Rumari acts towards Ureksa is as if she's trying to take care of him and guide him. I think he's very grateful to her and that's part of what pushes him to try to avenge her. Standing by, watching her suffer from an incurable fever isn't enough. At the end of the game he is clearly regretful of his actions and the trouble he caused his friends. He's grateful to have a second chance and assures that he won't make any more mistakes.
Loyal: This might sound like a contradiction given the fact that he betrayed Wystern, but I'm referring to his extreme loyalty to Rumari. I believe that unconditional loyalty and justice can't go hand in hand. Justice is about doing what's right and loyalty is about sticking by someone's side no matter what, even if they're wrong. A good friend would try to correct the one dear to them, but more so for the benefit of the one who holds the loyalty rather than for the sake of those treated unjustly.
Emotional: While all her friends regretted Rumari's illness, they dealt with the emotional blow in a reasonable way as concluded by the fact that, three years later, they have come to terms with it. Ureksa however, has not. Not only was he deeply affected and unable to move on despite Rumari's efforts, he's also generally rash, as proven by the lighthouse suicide attempt and his lack of hesitation in fighting Cleru or Pratty. Ureksa tends to get caught in the moment, which may seem surprising since he appears to be otherwise relatively quiet. It all goes back to the aspect of bottled up emotions.
Insecure: He is the new Craftlord of Jade, taking the position that belonged to the well respected "majestic lancer." Ureksa also seems to question what he is capable of doing for Rumari. I think he concluded that just showing his support wasn't enough. In the light house roof scene, he tried to commit suicide as if he was sure his friends wouldn't forgive him, or rather he didn't deserve to be forgiven. However, after he is discovered alive and knocked to his senses for good, they do forgive him and he finally seems to understand that his friends truly care about him.
Ureksa is most likely the newest Craftlord, not counting Cleru or Pratty, who gain the title at the end of the game. Many of the other Craftlords have quite the background to compare to. Sakuro apprenticed with Shintetsu, who is recognized as a hero. Rondeau has experience and wisdom on his side. Kouren seems to project confidence and determination despite the situation. All of that must have fueled Ureksa's insecurity. Their misinterpreted attempt to protect him further added to the feeling of helplessness, as discussed in the friends page. Doubting his capabilities also fueled his frustration, which made Ureksa vulnerable to Parista.