Thank you so much! It really means a lot to me when I hear that people are using my content in their campaigns!
My advice for creating humanoid NPC allies, which works in the case of these planeswalkers, would be that a good exercise to start off would be try to make a character sheet for them at the kind of level you want them to be, then see what
from that you like, and what aspects you don’t think are necessary in your game, then convert what you have on the character sheet to a NPC statblock. You can also take features from some different classes, or modify class features to come up with a creature that you think mechanically best represents each of these powerful characters.
For example, for Elspeth there’s inspiration to be taken from the Paladin, but you might also want to look at features from other classes like the Fighter, Cleric or Warlock Celestial Patron. In terms of challenge rating for them, you can look at the types of enemies they defeat in the lore too, for example, Elspeth should be powerful enough to take on a hydra like when she slew Polukranos. Don’t forget significant items they have too, like Elspeth’s Godsend, which do a lot to change their CR from what it would be with just the character’s base statblock without the item(s).
For the others, I’d say look at Bard and Trickster Cleric features for Xenagos, Barbarian, Cleric and Paladin for Ajani, and look at the UA Mystic for some ideas for Ashiok, as well as enchantment spells – there are a lot that would suit Ashiok. Hope this helps and that the rest of your Theros campaign goes well!