A thought just occurred to me; maybe the last companion will be from the Underdark? There's a good amount of underdark involved so far, and they've gone as far as giving us not only two flavours of drow as a unique race, but also deep gnomes and duergar. At least drow seem to be fairly involved with the cult. Duergar involvement is only passing at best, and deep gnomes seem to have their own whole thing going on. I feel like Larian wouldn't have given us all those options if we weren't going get a companion from one of those races. At least, the odds are greater than 0.