Ok so as a mediocre beginner writer, sometims you do have to tell. Show don't tell is a good rule, but sometimes it is much more natural for a character to explain something or tell something to someone, especially when it's something that would be hard to show. Also you want show and tell to be balanced, sometimes people get caught up in giving no exposition or explanation and so tell nothing and you get a situation like Balan Wonderworld. However, I do think maybe adding a scene where Gale sucks the magic out of an item late at night could be helpful, setting the hook, so his telling feels more justified cause we are asking for him to explain.
I have written a fair bit myself, although I don't think much of my writing, which was why I didn't fall back on what I have written as an appeal to authority (aside from the fact that appeals to authority are a bad form of argumentation). Obviously sometimes you do need to tell, but not to the extent to which BG 3 does. The natural time to tell is when a companion interjects on a subject they feel strongly about and in the case of Shadowheart, she should have a strong alter ego lined up to cover for her Sharran story. You should have to piece together who she is from what she doesn't say, not learn who she is from everything that she does say. A lot of the information which is provided for companions currently could be conveyed to the player without overtly telling them.
I was trying to simultaneously indicate I think I know what I am talking about while also indicating I lack enough experience to be completely sure what I am saying will be right and that I could be wrong, mediocre and beginner meaning I am learning.
And shadowheart does lean too much on the tell side, there is some moments it more or less shows like her discomfort with selune, which doesn't automatically scream sharran. And for a sharran she is arguably too open with a religion that she Knows is illegal and fears that others will kick her out for. I think there should be a bit more uh buildup to her finally confiding in the player with genuine plausible lies like claiming to worship another God, like Mask who is a god of shadows and trickery. I don't think they should removing the telling when she finally fesses up, but I do think there needs to be more buildup with showing small things and in the case of Shadowheart, like you said, a strong Alter Ego.
Edit: After looking something up, turns out Mask kinda died and surrendered to Shar so that would be a bust idea, but the point still stands where I agree that there should be some showing, but I also think some telling should eventually happen when it is natural for it to happen.