I have only ever played in multi-player and only once was the host. In my experience the companions will only talk to the player character they are linked to, otherwise you get a stock "I'm too busy to talk to you" response. If in camp with one of the other, non-linked companions anyone should be able to talk to them.

I think Astarion tends to go for the host, but not certain on that. It could be whoever found him/spoke with him?

A concern I have for multilayer that I've never seen answered or discussed is how relationship triggers will work. This seems to be a huge feature in this game, but doesn't seem to work in the same way for multiplayer.