Who is more bound by convention and who is braver in Hedda Gabler, Hedda, or Thea?

Of the two, Thea is more bound by convention because she adopts (and seems to be fulfilled by) a servile position with regard to Eilert Løvborg. Her intellectual participation in his work can be interpreted as a sort of proto-feminist quality, but Thea is so completely selfless about it and has adapted herself so thoroughly to the role of the female "suffering in the background," that her behavior has little in it that is genuinely progressive. Her devotion to Løvborg constitutes a kind of bravery, but for the modern reader and audience (and the more progressive of Ibsen's own time) it's hard not to see something comical and silly about her actions.
Hedda is unconventional in terms of her skeptical and cynical attitudes about her husband and almost everything else. She is a jaded woman, but from a progressive standpoint one has to admire her, for she is rebelling against a system that keeps women "in their place" and forces them into role-playing, such as that of her own marriage to Tesman. It's a kind of bravery to express her feelings that marriage, female subordination, and the male rivalries and/or bonding she observes are mere tomfoolery, but she still has allowed herself to be locked into a conformist situation. Her suicide is less a brave act than an escape from facing the consequences of her behavior that she should have realized would lead to destruction.
In summary, Thea is the more conventional of the two, and her bravery is mostly of a kind that is required to put up with the nonsense of the roles females were made to play. Hedda is decidedly unconventional, but the bravery she possesses and which enables her to defy convention could have been put to a less destructive purpose.