With respect to joining in party conversations, that's always how it has worked. Being able to have true party conversations is something that's been requested a lot over the years, but it's something that for whatever reason Larian haven't implemented (I seem to recall having seen them say it proved too complex, but am not 100% sure on my recall).
I'm not sure about your companion issue. I definitely agree that it seems like it shouldn't matter which custom Tav Gale is attached to and if he's near enough to interject he should, though never having played multiplayer I'm not sure if that's a new issue or one that's always been present.
