Laezel is naive but that doesn't really give any room for her not to be fullon stupid evil. She's happiest when she's kicking puppies for fun. Take away the structure of Gith society from her and there's no reason for her to be any less evil.
When I say Shadowheart is lying about who she is, it's in terms of her pretending to be less evil than she is. She was less guarded about being full on evil in the first iteration but when this was pointed out to be ill fitting she was changed to seem less evil. That makes her a far more compelling villain but doesn't let her fit any better into a good party for longer than a few hours.
I'm not thinking of this in terms of paragon and renegade for the colours (the game doesn't even have colours) but in terms of who do I trust? The psychopath? The devotee of lies planning to destroy the world? The serial killer? The mass child murderer? If I don't metagame then Karlach is the only character who can fit in my party but I'm either playing a vanilla character or as her and at some point there's going to be a major problem when I discover her villainy.
As for the options being the same it's true, but who is better served here? Me who doesn't care what the characters look like if their personalities are twisted or someone who doesn't care that their personalities are twisted as long as they are conventionally attractive?
Laezel has been raised in a culture that teaches the belief that all non-Githanky are barely sentient apes of no more inherent worth than your average fly. Do you feel guilty over swatting a fly? Over bugs going splat when you drive a car? Over whatever insects get crushed whenever they harvest soybeans? At some point we're going to reach a scale where you're okay with loss of life. Laezel is like that too, only we're the insects. But she has also lived a very sheltered life. If she can smell the river and understand that us sentient insects have value too, her entire reason for being puppy-kicking evil disappears.
Shadow is lying about who she is, but then she believes that she's a dedicated priestess of Shar, a god of darkness and deceit, so her lying is what you would expect. However, something weird is going on with her and it isn't obvious that "priestess of Shar" is truly who she is. It may well turn out that she had her memory wiped against her will, and when she woke up, someone found it amusing to convince her she was a dedicated priestess of Shar. She can be played in that capacity, evil priestess of Shar, but nothing in EA suggests that she isn't also perfectly happy to (eventually) be a good-aligned person. She's not pushing for any genocide, she's not pushing for torture, she's not pushing for violence. At least not that I can recall.
I'm pretty sure, in fact, that Larian has done this on purpose to make all the Origin characters flexible enough to be taken in either direction. So they're less strictly good or evil and more on a particular trajectory that may change depending on what the player does. That said, it really is a shame that Mazzy's granddaughter isn't a companion option. This game could do with a chivalrous Halfling knight in shining armour, and who better than a Fentan?