Are they hindu pantheon? Earlier or local dieties? A family portrait?

They are from the Chandraketugarh site in Bengal, which was a Hindu culture during the 2nd century BCE. You can see that more clearly in other terracotta sculptures from the same site, such as this one, which show themes from Valmiki's Ramayana (in this case, Ravana kidnapping Sita). These are part of Hindu mythology.

These sculptures date from the Shunga Empire, which was founded by Pushyamitra Shunga, a Hindu Brahmin. Pushyamitra ended the Mauryan Empire by assassinating the last Mauryan emperor Vrihadrath. One of the reasons for his discontent with the Mauryas was that although the Maurya were Hindus when their empire was founded by Chandragupta, one of their later emperors (Ashoka) converted to Buddhism. Pushaymitra wanted to re-establish Hindu rule, which he did by removing the Mauryan dynasty and establishing a Brahmin empire. Various Buddhist texts from that time accuse Pushyamitra of persecuting Buddhists, though modern scholars debate the extent of any persecution.

In general, eastern India was under Vedic influence long before the date of these sculptures. The Mauryas who preceded the Shungas were Hindu before Ashoka's conversion to Buddhism. And prior to the Mauryas, the Nanda empire was Hindu. Legend says that the founder of the Nanda dynasty (Mahapadma Nanda) was the illegitimate son of Mahanandin (a Hindu king) and a Shudra (one of the Hindu varna, or castes) woman. Mahanandin was the last of the Shishunaga dynasty, which was also Hindu.

The name "Bengal" for this region in India comes from the Vanga kingdom, which was founded some time before the 5th century BC. It's mentioned several times in the Mahabharata as a Hindu kingdom, and in the Ramayana as an ally of Ayodhya, where Rama was born. Chanakya (who wrote the Arthashastra, around the 4th century BC) described it as one of the administrative units of the Mauryan Empire, back when the Mauryan Empire was Hindu. A few decades later, we have records of Ashoka establishing Buddhist monasteries in Vanga, in an effort to convert the Hindu population to Buddhism. This effort didn't survive Ashoka's death, as the Shungas overthrew the Mauryan Empire and re-established Hinduism.

It's important to be careful with terms, though. The word "Hinduism" as applied to a religion is very recent, only dating back to the British in India, who invented it to describe a number of dharmic traditions that existed in India during the 18th and 19th centuries. Today, you might specify them individually, such as "Vaishnavism" or "Shaivism" or the cult of Durga, or Kali, all of which fall under the umbrella of "Hinduism". In pre-colonial times, people would have unified them under the term "Sanatana Dharma", meaning "the old/orthodox tradition." Theologically, it refers to Vedic culture/religion, including its elaborations during the era of "classical Hinduism". Vedic culture and deities had spread far into Bengal long before these sculptures were made.

I can't say precisely whom this particular sculpture represents. They could be Hindu gods, or they could be kings or queens of the Shunga dynasty, or just everyday scenes from the period. But the female figure kind of reminds me of early depictions of Parvati, which would make the male figure the god Shiva. Parvati is one of the 3 major goddesses of the Hindu religion, along with Lakshmi and Saraswati. Parvati is known by many other names, including Mahakali and Durga, which would make sense, because Shaktism has a long history in Bengal, and it's centered on the worship of Durga/Kali. So this might be an early example of the representation of Durga in Bengal.