You can definitely change companion's +2/+1 distribution. Shadowheart should not be stuck at +1 Strength.

There is a workaround for playing custom party, when starting a new game:
- Create a new Multiplayer game. Select "Internet" and "Direct Connect". Copy the Server ID.
- Open another instance of BG3. You might need to open the game .exe directly from the game folder. If you're using BG3 mod manager, you can also use the Launch Game button from there.
- Join game via the Server ID. You can repeat this process until all party slots are filled, but you won't be able to dismiss player characters, so you might want to leave a slot open so that you can access companions.
- Launch the lobby, create the desired character on each game instance and ready everyone up to start the game
- As soon as your party is on the nautiloid ship you can close the game on your non-host characters, it will transfer control of them to your main player