I recommend that they all could have been part of a spec ops unit together in Cyre during the last war. They were on the border when the Mourning hit, and they saw their home die in a few moments of eldritch lighting and grey fog. Now, they're trying to build a new life, and find a new home.
Sharn works for that, as does Stormreach.
The characters all seem fine, to my eye. What I did in my Eberron campaign was I asked each player to read up on their chosen race in Eberron, and understand that an Eberron elf is *not a Faerun elf*.
The Gnome is the only one I could see being strange in that context, but a Gnome from one of the Feyspires would work. There is one in the Eldeen Reaches, IIRC, and that would make a great place for a Gnome druid to come from.
Next, imagine an investigation scene. What skills are used? Insight, Perception, Investigate, possibly Nature, Survival, History, Arcana, even Religion, depending on the case.
What about a chase? Athletics and Acrobatics, sure, but also Insight, Perception, and investigate to read or remember the streets for a better path, predict the target's next move, etc.
What class abilities might lend themselves to the challenges? Druids can turn into all sorts of animals, fast, small, keen senses, etc, and have access to divination magic. Warlocks make great spies, feylocks can charm or frighten, etc, and some locks can fly or teleport. Bards are pretty obvious. Sorcerers have high charisma and a good selection of spells. Artificers and Bards both get good skills and tool proficiencies.
Background can give proficiency in disguise and thieves tools, the main thing missing from not having a rogue.
I think your team will be a lot of fun.