I have the exact same setup, only alliance. I leveled them all in the same area, where I could train 4 of them. Don't bother with the fifth. You'll kill stuff so fast you won't need all that training.
However.. you could keep the 5th stone to where he can train, so that he can heart there to train, and be friend-summoned to your group again.

For quests don't worry.. you'll fly trhough them.

As for macro.. to quest you basically just need a dps macro, an instant dps macro for runners, and an heal macro (also follow and assist).
Don't bother with class specific quests. Even totems are not needed unless you plan on doing instances.