When it comes to alignment and morality, the companions are all fairly complex.

Lae'zel and Astarion are the most clearly evil. Lae'zael is pretty heavily influenced by LE Githyanki society and doesn't really stray from their morals (she doesn't like acts of kindness or mercy etc.) Her arc will probably have her questioning her own beliefs and upbringing. For the time being though she's a pretty clear LE like most other Githyanki.

Astarion is also definitely evil. He's a huge asshole to everyone, enjoys acts of cruelty, and doesn't like when you help people out. He's not too bothered by taking the evil path with the druid grove, in fact he's pretty happy with how it all turned out. While he's sympathetic in some aspects, he's still not a great guy to be around. The only thing he really seems to care about is himself and his own freedom. He's a pretty clear CE.

Shadowheart is where things start to get complex. While she does worship Shar, she has a pretty surprising amount of depth. Her main deal is that she's very "anti-intervention", in the sense that she doesn't like when the player starts fights or intervenes in situations that they don't need to. Instead she definitely likes when the player tries to talk things out and resolve situations peacefully without violence. Unlike Lae'zel and Astarion, she doesn't really have a problem with the player helping people out or being kind so long as they're not wasting time. Her reaction to the evil path is also pretty interesting; she gets shit-faced drunk in order to try and drown out her guilt. She's very obviously not okay with what happened to the tieflings, which is in pretty stark contrast to how much happier she is in the good path. I'd put her currently as a neutral evil leaning heavily towards true neutral.

Wyll is definitely good. While he may be kind of a blowhard who loves personal glory, he's still ultimately a fairly heroic person who wants to help people and enjoys when the player does so. He's not a perfect person though since aside from his arrogance he's slightly obsessed with revenge and shows no mercy towards goblins. At the same time, he's still has a moral code and is the only companion that will always leave the party if you ally with the goblins. I'd put him as a LG leaning towards LN. He reminds me of Anomen from BG2 in a lot of ways, albeit he's not nearly as much of an asshole as Anomen was.

Gale is a lot like Wyll when it comes to morals. However he's also fairly reckless, foolhardy, and arrogant. While he does show kindness and is a fairly altruistic person with how he likes the player helping people and doing good deeds, his morals are not as strong as someone like Wyll. If the player takes the evil path, Gale is pretty horrified by the party's actions and will also try to leave the party. However, unlike Wyll, the player can convince him to stay by essentially saying that he'd never survive on his own. I'd put him as a true neutral character leaning towards neutral good.