Honestly, they need to do more dialogue explanations and less book reading in the game. The book reading should be kept mostly to non-essential story elements like the Spider Matriarch backstory. That's fine. But dialogues should explain things to people like who Shar is, who Selune is, who Silvanus is, who the Dead Three are.
But then, this is the third installment of the saga. I think they are assuming that most players have played BG1 and 2. In which case, if you have, you should know who a lot of the gods are. So, in one respect, I have to say that it makes sense that they don't explain everything to every potentially new player to the genre. There is a LOT of lore.
That said, I still think that there should be a lot more explanation on who Shar is right at the beginning because it should be a "Holy crap! You're a servant of an evil goddess," moment when Shadowheart reveals her secret. Therefore, she absolutely should not be in Sharrite armor and clothing at all. She should be hiding her holy symbol, and there should be moments when characters maybe catch a glimpse of her symbol and wonder why she doesn't display it on her chest.
When I was writing my fan fiction, I had Shadowheart first pop up in her armor, but the obvious symbols of Shar were missing. She had hidden them, along with her holy symbol spell focus that she needs to use to cast her spells. Instead, she had a holy symbol of a different goddess, and she lied and told everyone that she was a cleric of that goddess. As time went on, the characters discussed who Shar and Selune are, and Shadowheart began to display more and more signs that she hated Selune and loved Shar. Finally, one of the characters just comes right out and says, "Come on. You're a Sharrite. Why are you still trying to hide it? It's obvious."
Even still, she begins with hiding it and lying about her true patron deity. She doesn't brandish the armor and holy symbol, and everyone is just like, "Lalala. Oh! What?! Are you serious? You're a Sharrite?"