Shadow sees a man in her dream, not Shar. Yes, they all have someone, but the level of relationships is clearly different. Astarion also has a "nightmare", not a "love dream".
Shadow in her romance does not talk about this man, Gale discusses about "goddess" constantly. You can even ask him, " do you still love her?" I don't like such romance, it reminds me story with Red Prince, do you know how it ended? Awful.
Shadowheart is so secretive, I wouldn't be surprised if her dream lover turns out to be a fellow Sharran. Astarion has nightmares about Cazador, but at the same time he considers them a fair price for the tadpole powers. Gale I suspect is just lying about his dream. But ultimately the absolute uses those figures to convince the companions (and the main character) to join the cult, so even if one is a dream lover and the other a nightmare, the end goal is the same. I'd consider Astarion to be the most likely companion to betray the PC, even if romanced, to the absolute.