There's no need to advertise the slaves. We don't ride them, and they don't have a mark on their cheek. In reality, they are just servants, and no one needs to know about them. And if no one tells anyone, then no one will ever find out about it. In the worst case, we'll come to an agreement and resolve the issue. And if it reaches the "highest authorities," I think it goes without saying that we (Alex and I) will personally resolve this issue, without involving anyone else. You can even pretend to be clueless and say that they were just servants in your eyes. There are many options.
I'm talking about the moment of introduction when crossing the border. As if, formally, the characters are not registered as arriving together for the border guards. And, in case any of the characters have problems immediately upon arriving in the city, nothing will point to the other members of the group. Of course, after the first few quests and gaining a certain amount of fame, we will still become known as a single group. So, this is just a precaution for the beginning. However, if we already have an official organization, then yes, keeping this fact a secret is also an inconvenient moment that may be illegal.
As for the fact that we don't register as an organization right away at the entrance, I agree. I think that I, Alex, and Heroist (he will do this through role-playing anyway) can announce that we are one team. I think it's best to do it that way; I wanted to mention it when I pass through. And the others don't really need to go into details – as they said, they are just "with us" or "work for us."