Have you looked at the Themes and have an idea of which one(s) you want to progress in?
If you are not sure, then Warmachine University
may help you narrow them down. As a side note, I'm not a Retribution person, being more in to the Mercs and Skorne.
For a quick breakdown (provided by the link):
Defenders of Ios
: This is an infantry theme force, formed around the Houseguard, complemented by troops from other houses and the Nyss exiles.
Forges of War
: This is Retribution's warjack-centric theme. If you want stompy elf robots, look here (it does only allow House Shyeel's warjacks, the ones with the force fields, however).
Legion of Dawn
: Another infantry theme force, this time focusing on the more elite Dawnguard troops.
Shadows of the Retribution
: This is the ninja theme! Lots of stealthy skirmish infantry with good DEF
and maneuverability, but poor armor and hitpoints.
While Theme forces are not important at low point levels, they become far more common in play as you get higher, and offer far too much benefit to ignore, especially if your opponents are using them as well. It is good to plan accordingly.
From your list, you'll be looking at the Forges of War and/or Legion of Dawn to start with. An eventual target of 75 points + your Warcaster's Warjack points + your Requisitions (free models in Theme for every 25 points) will be the goal for each list.
Legion of Dawn can take two Lyss Healers for free for every 25 points, or several other options, so that would be something to look in to if you wanted to continue down the Legion's track. I don't know which units to look at from here, but either the Facebook page, the LormaHordes Retribution
page, or the above-linked WU will help you get some ideas to work with.
Unfortunately, Eyriss would be taking up your Merc slot of a Theme for both of them, and only comes in normal for the Shadows Theme (she's the assassin that was the first elf in the game, after all). It's not a problem for your collection, yet, but there may be some other Mercenaries you want to bring in to provide an alternative. Of course, you may just also want to start getting some more of those sneaky elves in the future, too.
Another option to look at would be the Mercenary Partisan, Sylys Wyshnalyrr (bless you). He won't need to be a Merc in the Forges Theme, and has a few benefits that I, as a Mercenary collector, like to have for my Warcasters. Sorry, I can't go in to much more detail, but I really haven't studied Retribution from a builder's perspective.