There is not much information about Baylan or Shin, as they’re both new characters in the franchise. However, we know more about Baylan thanks to the promos.
From what know about Baylan, he was a Jedi who survived Order 66, knew Anakin Skywalker, and was aware of who Ahsoka was. He was also well aware that Skywalker had become Darth Vader, a fate Ahsoka wasn’t aware of until years later. Whether they know each other is unclear at this point.
After Order 66 and years after, he took on Shin Hati as an apprentice. When this happened, we don’t know yet.
Speaking of Shin, we don’t know anything about her other than she’s a pretty decent pilot and goes up against Sabine Wren in lightsaber combat at least twice. We’re unsure how old she is, but she could be about Sabine’s age. Perhaps she’s a bit younger. She looks too young to have been a Jedi during Order 66.
Anyway, we also learn in the trailers that both Shin and Baylan have blood-orange lightsabers and are both part of the group trying to bring Grand Admiral Thrawn back to the known regions of the galaxy.
In conclusion, we don’t know what Shin and Baylan’s relationship with Morgan Elsbeth and Grand Admiral Thrawn is outside of them being lackeys and loyalists.