when you turned in your quest, were they all partied together? and standing close by?


as for granting levels, make a new character in your main account. party with any of your four slaves. using the slave, right click on the main-alt's portrait, select grant level. easier than pie.

each slave gets 1 grantable level for every two levels the slave gains. so at 60, your slave can grant anyone in your main account 29 total levels. this is, of course, the character on your main account is lower than level 60.