Interesting -- the MMII Cat Lord was referred to as a 'Lord of Balance', but I'm not sure that was ever really defined in D&D terms. The character became significant in Gygax's fiction, specifically the Gord the Rogue novels, but I wouldn't consider those canon for D&D much less the Forgotten Realms. Your mileage may vary, of course.
That seems reasonable -- in a society with a pantheon of gods, many gods are placated or at least paid lip service to even if they are not the worshipper's patron. There's no issue with making prayers to any deity, even one in your own head, in AL -- the issue is that mechanically, you've got to have a patron that's listed in a rules source, which if you choose Sune, meets that requirement.
Not entirely sure what Malcanthet's status is in 5e, Realms or otherwise -- given that she has a number of rivals to her crown, it wouldn't surprise me if she'd been overthrown during the Sundering, but I've got no data either way.
That all sounds kosher -- not sure how much of it you'll actually get to use in play, given how AL works in most places, but sounds like a fun background.
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Pauper