You can increase a spirit ally's skills with HP providing you first spend the 3 points to make the spirit ally a sidekick. I don't think the rules say this directly, but the cost is in the improvement chart and I think Roderick confirmed this to be the case too.
I don't recall, but would presume that the initial cost of a Spirit Ally is related to their ability as with charms & fetishes, so either way round a high ability spirit ally will have cost more HP than a low ability one. (Whether it is sufficiently more I'd not like to say - especially without reference to the charts and/or more empirical evidence...)
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