I did a little research and couldn't find anything on the comic. I did find a little looking at religion and mythology resources.
Krishna - Is the greatest demigod-heroes of the Hindu religion and very powerful.
Maitreya - Is the future Buddha who will come to teach the true dharma.
Malek - I don't find anything on the name by itself, but if this is actually Melek Taus (sometimes spelled Malek Tous) he is a very interesting deity. The Yazidis say that Melek Taus is the greatest of the angels set by the Creator to watch over the earth. Their stories of Melek Taus are very similar to those of Iblis (the Islamic version of Satan) but with a very positive spin. For that reason, Yazidis have gained the inaccurate charactzation of satan worshippers. They and Melek Taus show up as evil characters in a lot of old pulp stories.
Craven - I can't find any mythological or religious reference for this name.
Perun - He is the Slavic version of Thor and was likely picked up through cultural contave with the Varangian Rus (Vikinigs.) He's pretty much identical to Thor except he has an axe where thor has a hammer.
Dajjal - This is probably Masih al-Dajjal (literally the false Messiah) of Islam. He is more-or-less equivalent to the Christian Antichrist.
Without knowing how they're presented in the comic, it's hard to know how powerful they are, but they sound like they could wipw the floor with the Avengers or Justice League.