For fun, I'm going to guess at the power level and implications of these cards--without having played any of them online. Best to get all my wrong thoughts out before reality has time to correct me.
The fact that Underling costs $3 suggests that a favor is about as valuable as a +Buy or +Action, and somewhat less valuable than a +$1. Of course, depending on the ally, a favor may be more or less powerful, or maybe Underling itself is just fairly powerful relative to its cost. Based on the previewed allies, I think Underling may be on the strong side relative to its cost.
Bauble is a copper with a bonus. It reminds me of Candlestick Maker, or Ducat, but without the trashing or coffers. It faces the question of why would I want to add a copper to my deck. Probably not a power house, but if you need buys or favors it's there for you.
Broker is Salvager plus flexibility minus buy. In the early game you're often not using that buy anyway, and you might prefer the terminal draw over money. But unless you have a lot of fodder, I think it may not be very strong. Imagine trashing a silver, netting one extra card, but Broker is terminal and is one extra card really enough to replace what you trashed?
To judge allies, I initially try to imagine how strong they would make Underling, the simplest of the liaisons.
Cave Dwellers makes it roughly the power level of old map--pretty good.
Coastal Haven makes Underling a Haven, except you can keep your favors around until you need them. I think that's way better than Haven.
Peaceful Cult makes Underling a cantrip trasher. Obviously very good.
Plateau Shepherds, well that one's hard to judge. If there's a spammable $2-cost, you might get around ~4 of them, maybe ~2 estates, and that's about the value of two provinces. I think this isn't ignorable, but neither is it dominating--unless there's a strong synergy somewhere. What's interesting is that you don't want favors right away, you just want them before the game ends. It may antisynergize with Underling, since Underling just doesn't have the flexibility to grab a bunch of favors at the end.
League of Bankers is also hard to judge, because it's not directly comparable to anything we've seen. I might compare it to Canal, which is okay at $7 even when there aren't synergies with cost reduction. Or maybe think of it like a Peddler that you topdeck every turn. At only 4 favors and stackable, I think this is very cost effective. But imagine doing this with just Underlings--you have to play a lot of useless cantrips before seeing returns on your investment.