Shadowheart seems to be an "only one" type of believer. Maybe this is just specific to my playthrough, but trying to romance both her and Lae'zel caused Shadowheart to break it off because she didn't want to be the "second lover" or something along those lines. So I think if you want her you have to have only her.
It also may have just been my combination that triggered that and she might be okay with someone else. Not entirely sure.
