First of all: This is, of course, highly subjective feedback. It might just be me who feels this way, and I'm not trying to tell anyone else their opinion on these characters or these interactions is wrong.
So ok, with that out of the way - I had a lot of issues with our companions. Mostly that very few of them felt actually likeable.
To take this step by step:
General criticism I have is that the party doesn't really seem to interact with each other a whole lot. They might throw in a comment when you recruit someone, but other than that they don't often acknowledge each other. The (rare) banter while walking around felt very superficial as well - I couldn't tell you what any of these people think of each other. (Changing this a bit could help make them more appealing characters, I think)
With, of course, the notable exception of Shadowheart and Lae'zel. Who hate each other for no real reason - the best explanation I could get was Shadowheart saying "she's not from this realm, our goals won't remain aligned for long". I take no issue with these characters hating each other in theory, but in praxis it felt poorly done. They just take a look and there's instant hate. This sadly also falls into the very tired and done trope of the only two female party members hating each other.
To move on to the characters themselves:
Shadowheart is, honestly, pretty boring so far. She first tries to hide that she's a cleric of Shar but... fails spectacularly. This makes rp-ing with her awkward as all hell, because it suddenly calls into question what I even know about her. My character should have the Int to realize she's obviously a cleric. Does my character need to be dumb then? Because Shadowheart makes no attempt to hide her opinions on moral issues, so why would my character not assume she's an evil cleric? Why is there no option to just tell her "guessed as much" when she reveals it?
Aside from that there's just... not that much to her yet. I think she's meant to be mysterious (?) as she even mentions keeping secrets is basically part of her religion, but personality wise I just found her bland.
Gale's introduction felt a little off to me. I think he's supposed to be a nice, likeable guy, but what happened for my female wizard was: A dude jumped out in front of her, made an offhand comment along the lines of "Clearly I'm not talking to a wizard", called her powerless when she corrected him and then told her "at least you keep nice company" before weirdly coming onto Shadowheart. I honestly felt borderline negged by the guy (it almost felt like a textbook "Your friend is hotter than you"). I'm fairly certain that wasn't intended, but it seemed like the scene was not written with a female protagonist in mind at all. And why does he need to hit on anyone in this first interaction? It only came off as vaguely creepy to me. I found myself disliking him right off the bat. Just be normal with women, my dude.
Lae'zel was overall really interesting as a character, even though not particularly likable as a person. There were a few points with her where I felt like the game lacked the right reply for me (e.g. when she mentions the "last time a subordinate" contradicted her like that and there was no option to tell her you're not actually her subordinate), but overall I enjoyed her as a companion. I really only had one issue with her:
Why in the world does she randomly tell me she doesn't want to sleep with me. I had never come onto her or chosen any options to be interested in her, yet during the Tiefling refugee party she told me "I had not earned the right". Which like, not that I wouldn't want to, but why randomly bring this up with no context? I get that this was some approval check I failed, but the dialogue writing was a bit off.
Vastarion I honestly don't have much feedback on. He's smarmy and evil but enjoyable as a character, with a bit of fun dialogue every now and then.
Wyll I just couldn't take seriously. I'm glad to have at least one actively good character in the party, I just wish he wouldn't call himself The Blade while speaking in third person.