Similar to the updates to hero auras, I think the health penalties here should be done multiplicatively rather than additively.
Immortals: 200f, 200m for -50% train time, -20 health. Anusiyas have 200 hp, 20 hp = 10%, so change this to -10% health.
Levy Cavalry: 100f for -20% train time, -10 health. Town phase cavalry have 144 or 192 hp, while city phase and veteran units have a bit more, and champion heavy lancers have 300 hp. I thought a 5% reduction seemed about right: 7.2, 9.6, and 15 hp.
Levy Infantry: 100f for -10% train time, -5 health. Town phase infantry are 60 or 120 hp, champions 120 or 200 hp. Here 5% is 3, 6, and 10 hp, which again seems about right. But in this case they should probably get the same 20% training time reduction as cavalry, too.
These values feel right to me, but let me know what you think.