Unsurprisingly, Koltira is most interested in the missions that might require some kind of combat. Specifically:

Strong Armory, Disturbing the Dead, A Blessed Entourage, and Preaching in a Material World. He's also interested in Blinded with Science, because he has a problem with bio-weapons (and he also kind of is a walking bio-weapon). In all cases, he's someone who will strong-arm his way through; in Disturbing the Dead, he is also spiritually sensitive (being a necromancer, more or less, as well as naturally aware of paranormal/magical shenans), which might be a help. He is not the type to solve problems with diplomacy, but he's great if you want someone to knock a bunch of guys out (or kill them)/someone to hide behind while you do more covert work.

In terms of specific skills, he's an extremely powerful combatant who uses both magic and a giant sword to fight. As a death knight, most of his magic is gruesome--boiling blood, spreading disease, melting flesh/armor, draining life-force (also via blood), long-range force chokes, and the like. But it's also pretty effective!