Anyone if necessary. Ymir + Anubis + Artemis otherwise.
Hard CC, and lots of it. Area denial with ults and walls.
Artemis has access to Qin's Sais, which makes her great at shredding tanky flagbearers.
Loki can defend in a pinch with sheer damage, assuming he builds properly.
Herc + Loki + Ymir.
Note: Offense does not mean you can be the flagbearer.
Loki has great kill potential on defenders, due to them having to usually build power and penetration, with no room for defense.
Ymir can help secure a flag with his walls and freeze.
Herc is, by far, the best flagbearer.
Hercules + Ymir
The only god with a movement ability, if we exclude Loki's ult, is Hercules.
He is also the only god with self sustain that doesn't rely on power or damage.
We need a hero, and this is our hero. Let him carry the flag, nine times out of ten.
Why not Loki as flagbearer?
Because, sure you can sneak in all invisible-like really quickly and easily, but you have nothing to keep you alive when the enemy starts to focus you.
Ymir has high base defense and health.
Herc has CC and a self-heal.
Loki has fucking nothing. Do not try to cap with Loki unless you absolutely must.
He's arguably worse than Artemis or Anubis at capping.
Please, just don't make it your main goal, as Loki, to cap the flag. That is not the role he is best at.