Glad you got something out of it. There have been a few theories about Shadowheart around; her being connected to the ancient temple, being a brainwashed Selunite, being kidnapped by the Dark Justiciars 300 years ago etc. If you haven't checked them out
here are a few I remember, My first post on the forum was about what connection between BG:II and BG:3 having a follower of Shar might entail (not much) but Shadowheart is probably the most interesting player in the story we've got, not especially because she's the one holding the macguffin.
The question of where everybody is, when they're implanted, and when they were taken is all the more interesting when you consider we'll be able to play as all of them. I'm guessing, everyone will have convenient 'memory loss', so a character like Astarion will mention "how did I get here, I was in Baldur's Gate", without really getting into the details of how he was taken.
As for what the nautiloid, a lot of people have taken the dead mind-flayers in the intro to mean some kind of discord among the illithids. I'd always just assumed it was because we were entering the scene in the middle of their fight with the gith that show up later. Having rewatched the intro recently the very first image we see is of a group of illithids kneeling before a figure holding a staff(?), this image also reminds me of what the dead mind-flayer in the temple conveys when asked about "The Absolute". If there in fact is some kind of schism within Illithid society maybe this is the cause. Though the idea of mind-flayers being indoctrinated into a cult kind of sits wrong with me.
And then there's the 'weapon', it's called a Gith artifact, it has infernal writing, it's stolen by Sharran commandos, and everybody is looking for it. I made the assumption that because Lae'zel doesn't appear to have ever left creche K'liir that her being taken might have also been during the same episode that Shadowheart was taken, Shadowheart also has a clear mistrust of Githyanki, possibly because she's recently stole something from them. It's all speculation but it's how I'm trying to fix things together.
Another thing to consider though, if the nautiloid knew of the artifact then they probably wouldn't have futzed around before returning it to Moonrise, so the amount of time between when the game starts and when they captured most people can be toyed with.