I think you've got a good start here - DFRPG sounds like a good match for you.
Refresh works exactly as you're describing it - you give up control over your destiny in exchange for powers.
I'm not up on Neverwhere, so I can't tell you how the traders get the powers in the fiction. But if that's not part of the source canon, go with whatever feels right for your setting. Maybe it's like the thing in the spoiler text? Whether they can trade powers back and forth is more about the fiction you want to model than the system, I think.
Making the connections to the outside world matter sounds like a combination of two things to me:
You already have reduced Refresh making the choice to give up connections to the mundane world a tough choice for the players - Refresh is a limited resource! Especially at lower starting levels of power.
Aspects! Put some requirements on Aspects when creating characters. Something like "No orphaned loners! You must have a relationship with a normal human and a job at the start of the game!" FATE and DFRPG are good at making those Aspects important - either by providing strength or causing trouble for the PCs.
As far as a good system for stealing powers, I think you've already got it: It's the regular conflict system. On Your Story p.203, it says:
If the damage exceeds the character’s stress track, or occupied boxes
“push” the stress off the right side of the stress track, the
character is taken out, meaning the character has decisively lost the
conflict. His fate is in the hands of the opponent, who may decide how
the character loses.
If losing powers in this world is a real threat, I would go ahead and let the winner decide that's how the loser suffers for the loss. If there's a time limit on this, like when Rogue steals someone's powers, you can implement the lost powers as Consequences (see YS p.203).
Whether to give the loser some or all of the Refresh cost of the lost power back is up to you and the fiction of the world. I would do it, because all those Fate points give the loser some of the wherewithal to go get his powers back! I would also make winners follow the Refresh limits, which means that human NPCs might have to "drop" excess powers to stay under the cap, but that monstrous NPCs could have huge collections of powers!
Misfits explanation behind spoilerthingy:
At some point in the show, the kids meet up with a man who can give and take powers. He just buys them and sells them - no muss, no fuss, no special effects. He has some way of storing them, too. He's a shrewd businessman and makes a fortune at it. Because, when someone sells you a power and then wants it back, you know the price has gone way, way up!
