What are the consequences in Deadfire for choosing the destiny of souls  in the end of poe1 ? such as dialogues, events in deadfire, etc?

Pallegina can be affected by your ending choice in a few ways, as it interacts with how she resolved her trade agreement. The gods may give you rewards or punishments depending on what you did and what you promised as well- Hylea covers your boat with bird **** or gives you a lovely cake, Berath gives you a debuff if you said you'd return souls to the Wheel and didn't. If you strengthened the souls of the Dyrwood, any characters with that culture get +5HP. There's a few more, all small but they're present