Gale has no problems in keeping information from the PC, so it's not surpising that he would keep his discoveries to himself. The "shadows for eyes" might be him giving a hint to SH without telling on her.
My guess about Shadowheart is that she
was raised as a Selunite, then lost her family and was taken in as an urchin by the Sharrans. There is a conversation she has with Wyll which is on the abusive methods used by her teachers. I initially thought SH might be, according to some datamined info, a brainwashed cleric of Selune, but that dialogue made me doubt it. Perhaps she was brainwashed because she tried to leave Shar's service.
