Stick with the Kensai but don't use her as your 'main' fighter. Her armour class will not be as good as your tank so she should not be steaming into fights first.
She should be selecting a single opponent and hammering him quickly before moving on-not get bogged down slugging it out with three nutcases in full plate because you will lose.
You should give her two slots in single weapon proficiency so her AC is reduced by two which helps a bit.
Really she should be joining a fight after your opponents have been engaged by your tank so she does not get attacked by more than one opponent.
If that does happen your dex adjustment to your AC is shared between the opponents facing you so if you have a -4 AC adjustment on dex and you are fighting two opponents your AC is 2 higher than you would expect.
It gets even worse if you get attacked from behind because you get NO dex bonus at all!! Which can be a killer for a kensai especialy at low level.
Early on to reduce the impact of no armour give all the rings, amulets and cloaks you can to the kensai to reduce her AC but accept you probably won't get it below about -2 without severe trouble because you can't wear bracers.
In terms of dual classing I suggest you do it at a level divisible by three so you don't waste your +1 damage and to hit bonus or the extra proficiency you get every three levels.
A human dual class kensai/mage is an awesome fighting machine which can use magical armour to send his AC through the floor and allow you to tank as well as gaining you valuable xp through learning spells.
I my experience the best time to dual class is usually at ninth level because you can grand master in a weapon and put two proficiencies into single weapon style.
You also get your exceptional strength bonus (if str is 18) and +3 to hit and damage when your new class reaches level 10.
In addition the mage you become can max out in levels and cast 8th level spells so you get the best of both worlds.
Having said that if you are going to play ToB as well or if you already have one mage in your party it may be worth dualling at a later level 12th or 15th (but ONLY at 15th if you plan to do ToB) so the first mage is already quite powerful and can fill the void left by your kensai with strong summoned creatures or elementals until you get your fighter skills back.
You have to be careful because dual classingcan substantially unbalance your party if you are not careful and your remaining fighters may struggle.
If you do dual class later it is extremely important you do all the sub quests before entering chapter 4 or you may not exceed your kensai level with your mage ones.
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