Future Robin already knew what events would come to pass so stalking Chrom and company wouldn't be difficult, even with his diminished power. He is aware of where present day Robin is since they share the same heart/blood/mind/etc. which probably makes that Robin an unwitting spy or at least an organic tracking device. He also has control over the Risen who are capable of warping to and from different locations. I'd say Validar had the only spy he ever needed once future Robin teamed up with him to ensure everything stayed on course.
Validar only funded them and provided ships. He emphasizes the exclusion of people while going over his evil scheme toward the end of the game.
Although he does have clothing that hints at Grimleal affiliation I don't think Henry was working with them when he joined Chrom's party. It wouldn't surprise me if he was a former Grimleal dark mage who was in it for personal gain but decided to leave after getting what he wanted.