Pallas is awesome, love her story and she seems like a perfect candidate for this quest! The Sorcerer subclass is fine, however, I am not sure how I feel about the undying light warlock.

 Radiant Damage immunity, two free cantrips is fairly scary to me as a dm. You mentioned not wanted to go pat 1st level in the class, but the 6th level ability is also very scary! If other players disagree, I will let it pass but as of right now please consider reallocating the level to another class or to a different patron, for a weary dm.

Please tell me if you guys are using homebrew subclasses too, I would like to look over them before we use them!