That story about Bannon having a shadow press office is from last year, when he was still on the White House staff.
Of course, if he broke the law, he broke the law and could presumably still be prosecuted for it.
Said Norm Eisen, ethics czar during the Obama administration: "She seems to be privy to government information, and she appears to be acting on behalf of a government entity, either Bannon or the White House Press Office. If she's doing it for free, then that is a potential violation of the Anti-Deficiency Act."
To date, no one has ever been convicted or indicted for violating the Anti-Deficiency Act, and most of the dozen or so violations reported each year result in little more than administrative penalties. Still, a "knowing and willful violation" of the Anti-Deficiency Act is a Class E felony, punishable by a "$5,000 fine, confinement for up to two years, or both."