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.
I had this argument before, but tagging shadowheart only because of the Shar worshipping thing has it's limitations. Once you explore her character for a bit through character interaction, you'll find out the story is more complicated than it seems initially. I can't say more without spoilers though
