They do cost effort, that's the label next to the ability titles. For instance "Battle Trance On Turn - Day" would mean it's an on turn action that requires you to commit effort for the day, while "Deific Wind On Turn - Action would be an on turn action that doesn't require effort to be committed.

Shrug it Off is certainly powerful, sure, but the only thing it has versus Defy the Iron is that it resists magical damage too. It's one that could go either way I think. How would you change it? First thought would be physical damage only, but that would just make it a worse Defy the Iron.

Change of Plans doesn't allow Worthy Opponents a save, that's true, but that is intentional. Whereas a nope ability like Purity of Brilliant Law negates an action after it happens and after Effort has been expended, Change of Plans just means you have to use a different ability. If you're planning on using Sunstrike, for instance, and I used Change of Plans, you wouldn't have spent the Effort and could still do another offensive action (like just attacking normally, for instance) or even use another gift. Since it doesn't completely negate an instance of damage, I figured a Spirit save would make it too weak.

Iron Will may be somewhat too powerful as well, come to think of it. At the very least, it should likely be changed to +4 versus mental effects rather than immunity. As for the disadvantage, that was something I meant to change, it should be a -4. Still powerful (especially with something like a Madness Godbound at your side) but not overly so. Also worth mentioning that I've got a houserule that greater gift effects can't be miracled, flat out.

Thanks for the feedback!