What I've learned about multiple romances so far is this:
If you romance both Gale and Shadowheart, SH is very generous about letting you know that's not on.
On a different playthrough with Karlach and Lae'zel and Asterion (even though he's not in the day-to-day adventuring party),
Lae'zel is DTF when the mood strikes her, and enjoys your scent when it doesn't, Astarion isn't fussed and is happy to be a post-gobbo-masacre lay, meanwhile Karlach knows you and she are both only waiting to sort her on-fire situation, and is happy to let you play with others until then.
Once the Karlach situation is sorted, no idea (yet) on how the above works out then.