Shadow Heart is truly neutral and adaptable to the player, at least in EA it is shown that way. I didn't see her worshiping Shar make her evil, maybe we'll see that in release, maybe not. It seems to me that she is little submissive and can become both neutral good and neutral evil depending on how the player influences her. This is not bad, many players will love it. She's such a sweetheart. And she cannot decide what she really wants, to understand herself.
I think she can even be made to worship Selune or become a big asshole if there is a great desire of MC.
Maybe she's law-neutral now, but not evil 100%. She has to make a choice with our help.
Gale: Netutal Good
Wyll: Chaotic Good
Astarion: Neutral Evil
Lae'zel a big mystery for me, because unfortunately I did not take her to the party due to inattention.
But she is definitely not a chaotic evil that kills everything in its path, it is difficult to say that this is an evil character, difficult to good, and definitely not neutral like SH
Moreover, the Gityans are at war with the main law-evil - mind flayers