I'd like to see an electrolytic on the 9V rail. This will add filtering (who knows how noisy the buck module is?) and help reduce hot-plugging failures.
The ProMicro says it can run at 5V so I don't see the need for the diode to "RAW". The DFPlayer seems to recommend lower voltage, so might be supplied from a diode drop (1N4001?) from 5V, or if the regulator can be turned down, everything can run just fine at 3.3-4.2V I guess. (And maybe 5V is fine, check through the datasheets/schematics.)
Both are little more than a chip on a breakout board, so won't draw much more current than whatever their base load is, plus whatever's connected. I would be shocked if they draw more than 20mA together.
You'll usually find current draw in the datasheet. Looks like the DFPlayer doesn't specify at all, so good luck with that. (It's probably just a relabeled microcontroller anyway?)
The ATMEGA32U4 datasheet is readily available, and you'll find power consumption, by operating mode, in the Electrical Characteristics section (in the Datasheet, not the Manual). Unless you tell it otherwise, you'll be operating in normal mode by default. It'll be something like 10mA.
Some devices/manufacturers are very leery about giving any power consumption data, because it's application dependent; FPGAs for example might draw very little on idle tasks, or quite a lot if they're cranking some huge program with a fast clock rate. In this case, sometimes they'll provide worksheets to estimate current consumption based on resource use, application and such. A worst case estimate is also reasonably useful, as you can budget for that.
Also, if the device doesn't have a heatsink, it's probably not too insane. Like, that poor ATMEGA isn't going to dissipate a watt on its own, which would be 200mA. A nice BGA package, with a metal top, might be capable of quite a lot (the fancier CPUs and FPGAs will easily sink several amperes at 1.0V or so for the core logic), and that metal top is there for a reason, it'll probably need a heatsink. Cellphone CPUs for example, if you've ever opened one up. That's a hell of a hand-wave, but it gives you a ballpark at least.
Tim