Who knows how the Sheliak, Nalori, Orions, Nausicaans and Letheans consider their position on the astropolitical stage in relation to the big blocks in the future?
The Sheliak seem too unfriendly toward other species to be good candidates for an alliance -- although I guess you could've said the same about the Tholians, Tzenkethi, and Kinshaya. But IIRC, I established in The Buried Age
that the Sheliak have a history of conflict with the Breen.
The Nalori in the 24th century are known to be enemies of the Orions, even though they seemed to be working together in Vanguard
a century earlier. We know from SCE: Invincible
and A Time to Kill/Heal
the the UFP has a contract with the Nalori Republic to export chimerium. That suggests they're on good terms in the 2370s/80s, despite having been at odds in earlier times.
shows the Orion homeworld to be a Switzerland-like nation, politically neutral and home to major banking organizations that are used by people who have reason for keeping their transactions secret. I doubt they'd want to give up the profit their neutrality brings them by taking sides politically. And the Orion Syndicate is apparently something separate, a criminal organization that by the 24th century has expanded to become a multispecies affair (since we never saw any actual Orions in the DS9 episodes dealing with the Syndicate).
No idea about the Nausicaans and Letheans. We don't have a lot of information to go on there. But they don't seem to be major states.