I find it a little strange that you don't get the option to pro-actively ask "so what were you doing when the squids kidnapped you?" It seems like an obvious topic of conversation at camp, akin to prisoners asking their cellmates "what're you in for?" Given the companions we have so far, I don't necessarily expect an honest answer in most cases (my personal guess would be Shadowheart says "none of your business", Astarion lies, Wyll deflects, not sure about Gale (my suspicion is not answer but less bluntly), and Lae'zel gives a straightforward and honest answer (probably "training"). Even the dishonest and evasive answers would reveal something (and maybe give you a chance to do a mind probe for a bit more information), and it would also give an opportunity for your MC to say what they were doing (making them a little less of a cypher).