According to Larian, all of the NPCs currently in the game are neutral or evil. Since they know better, I’ll take their word for it.

Lae'Zel - lawful evil
Astarion - chaotic evil
Shadowheart - neutral evil
Wyll - true neutral
Gale - lawful neutral

But those are guy feelings and snippets of what I remember. I haven’t actually played with any of the companions for some time.