Edit: Just adding, I think the problem lies in my feeling uncomfortable asking party members questions because of how shirty they get when you initiate conversation with them. So I just wait for them to speak to me, perhaps if this is addressed in the writing, then I'll be able to get to know Gale better. ATM though, everyone has an aversion to questions, so I just keep to myself :X.
Yeah, this is a bit of an issue, hard to know when "pushing a subject" will give you a reward, and when it will get you a "Shadowheart Disapproves" (That woman is hard to please)
I never found Gale to be difficult to get a plot out of though, and he will tell you his whole story if you get him to like you.
Wyll actually has the most direct impact on the Goblin storyline, so I advice playing with him at least once.
Shadowheart is very much an "at the right place at the right time" progression. At least that's how it seems to me. She needs to "trigger" at certain points for you to be able to learn more about her.
Lae'zel... well she's looking for her kin, and beyond that she's just grumpy. I usually kill her and takes her armor to be honest. I found her to be obnoxious, and I rarely feel I need a fighter in my party.