I'm not sure if its just me but I personally find Lae'zel and Shadowheart to be rather disappointing companions and not just for romance. I feel like I wouldn't be friends with either of them and they both irritate me. Maybe there is some drastic character growth in part II but right now they both have some serious complexes going on.
Shadowheart: To be honest reminds me of a few toxic ex girlfriends of mine and that might be partially why I dislike her but come on if your lines are only ever sarcasm it tends to get old fast. She basically is hurt and doesn't want anyone to know that she isn't the cynical, sarcastic, flippant hard a$$ she pretends to be. Maybe its all the hostility that makes the mocking and bossiness irritating but if I could trade her for a BG3 version of Lohse I wouldn't even hesitate. Maybe its because of something .. she is missing (not going to give a spoiler but if you've talked to her enough you know what I'm talking about). The frequency of her sneering and mocking tone makes it so when she says something that isn't dripping in venom it feels out of place and like a drastic jump both in facial animations and tone.
Lae'zel: Well where to start, she disapproves of everything besides cruelty and indifference which if she is supposed to be the evil option great but sociopath isn't really a role play I enjoy. She is rude, demanding and condescending (well both her and shadowheart are). Her personality consists of fear of failure to her people/queen, bloodlust and Xenophobia.
I feel like Gale and Wyll are relatively good people who manage to have a dark backstory without making me roll my eyes at their attitudes. If shadowheart changed her tone the higher approval you have with her, that might even help things.
I'm the type of player that in witcher 3 always picks Triss over Yenn because Yenn is demanding, rude, secretive, and lacks the ability to be vulnerable. And i'm not saying that characters should be without flaws. Just maybe less annoying and more varied flaws for every female character.
Again these are just my opinions and we all have our own biases.