Regarding Kṛṣṇa's complete independence and lordship, Śrīmad-Bhāgavatam says that although Kāliya was a great offender, Kṛṣṇa still favored him by marking his head with His lotus feet, whereas Lord Brahmā, although having prayed to Kṛṣṇa with so many wonderful verses, still could not attract Him.
This contradictory treatment by Kṛṣṇa is just befitting His position, because in all the Vedic literature He is described as the complete independent. In the beginning of the Śrīmad-Bhāgavatam the Lord is described as svarāṭ, which means completely independent. That is the position of the supreme absolute truth. The absolute truth is not only sentient, but He is also completely independent.
As for Kṛṣṇa's orders not being neglected by anyone, in Śrīmad-Bhāgavatam, Third Canto, 2nd Chapter, 21st verse, Uddhava tells Vidura: "Lord Kṛṣṇa is the master of the three modes of material nature. He is the enjoyer of all opulences, and therefore there is no one equal to or greater than Him." All the great kings and emperors used to come before Him, offer their gifts and pay obeisances with their helmets at the feet of the Lord. One devotee said, "My dear Kṛṣṇa, when You order Brahmā—'Now you may create the universe,'—and when You order Lord Śiva—'Now you dissolve this material manifestation,'—You are in this way creating and dissolving the material creation Yourself. Simply by Your orders and by Your partial representation as Viṣṇu, You are maintaining the universes. In this way, O Kṛṣṇa, O enemy of Kaṁsa, there are so many Brahmās and Śivas who are simply carrying out Your orders."
Kṛṣṇa does not change His constitutional position, not even when He appears in this material world. Ordinary living entities have their constitutional spiritual positions covered. They appear in different bodies, and under the different bodily concepts of life they act. But Kṛṣṇa does not change His body. He appears in His own body and is therefore not affected by the modes of material nature. In the First Canto, 11th Chapter, 24th verse, of Śrīmad-Bhāgavatam it is stated that the special prerogative of the supreme controller is that He is not at all affected by the modes of nature. The practical example of this is that devotees who are under the protection of the Lord are also not affected by material nature. To overcome the influence of material nature is very difficult, but the devotees or the saintly persons who are under the protection of the Lord are not affected. So what need is there to speak of the Lord Himself? To be more clear, although the Lord sometimes appears in this material world, He has nothing to do with the modes of material nature, and He acts with full independence in His transcendental position. This is the special quality of the Lord.