Firstly, I like these companions a lot so far. But I do want to say as someone who knows basically nothing about D&D lore, is it actually obvious that Shadowheart is a cultist of Shar when you meet her? I only know because of out of game info and in the context of the story that feels like something we wouldn't have reason to suspect initially. Same with Asterion; we're definitely not supposed to realize he's a vampire spawn and the fact he can walk around in the daylight takes away a big reason why you'd ever be suspicious of him on that front. The fact he tries to kill you when you first meet him on the other hand? That's more problematic I grant you.
Yes, it is really obvious. Those obsidian disks she's got on her forehead and armor basically marked her as a cleric of Shar from the first glimpses of her during one of the gameplay demonstrations. It's supposed to be black with a purple border, but I interpreted this as artistic freedom. The church of Shar outlawed in a lot of places (and therefore underground), so I was a bit surprised to see the blatant "advertisement" of affiliation.
From the perspective of a character it could be different. A character not trained in the religion skill might not immediately know. However, the church of Selune (the enemy of Shar) is generally well regarded so anything they would know about Shar would probably not be favorable.
I like both the concept and the execution of Asterion. Don't get me wrong, it's not that I dislike Evil characters, but, uhm, where are the good guys? I liked characters like Edwin or Viconia in BG2, but they weren't my full party. They where Imoen, Minsc, Keldorn, Jahira etc. Now I feel I only have bad guys to choose from.