from the way she intreduces herself I'm pretty sure it's not her real name. The game itself heavily implies it when it let you have the dialog option "what is this name".
Oh yes, if I recall correctly, Shar's priests go through some weird rite giving them amnesia, but they usually do it when they get old and senile, they give up their memories to Shar. So it could be the reason why she might've entirely forgotten herself, name included. What puzzles me, is that Shadowheart seems to be a too young to have gone through that particular rite. Maybe she knew too much? I dunno.