Well Shadowheart has the tag 'Evil Cleric' so kinda sure she's not Good at least

Yeah I feel like the only indication to her evilness is the character description (Shar sounds like an evil gal) but nothing in the game itself
Shar is the original Evil of the Forgotten Realms. She was there at the beginning with her sister Selune, and then got jealous after she and her sister created Chauntea... Chauntea wanted a sun to stay warm, so Selune obliged... Shar wasn't happy about that, and since then has plotted to end everything.
There is no real room for debate over Shar's alignment. She's NE.
Shadowheart, on the other hand, I haven't managed to work out. When the party comes across the broken statue of Selune, she has an odd moment - and my redemption arc senses tingled (maybe the PC can have some influence on her?). She does seem to have a softer side at times, but she tries to hide it behind her abrasiveness.
Lae'zel, on the other hand seems a typical Githyanki and so would definitely fall into the category of LE just from her attitude and stark pragmatism.
I AM disappointed that both female companions start out on the evil side of the alignment chart. I don't want to have a companion I need to "fix" in order earn their friendship or love. (I basically play only good characters, and there's been times with both of them I've been tempted to send them back to camp.)