I would argue that Shadowheart is more evil then neutral due to worshipping an evil Goddess, Shar.
Something about Wyll & Gale is just making me uneasy about them also.
Gale did something to turn himself into a necrotic bomb. That probably was not a good act.
Wyll hinted he was worse in his youth and I feel the whole "Blade of the Frontier!" stuff is for him to hide horrible things he did in the past.
These companions all come off to me as too much from the edgelord school of roleplaying. None of them seem like classical heroic types.
