Update after patch #1:

Nothing has changed: Shadowheart continues to leave the group after
freeing Nightsong (who cannot be killed, as the spear can only be used by Shar's chosen one)
. It is quite sad that choosing to play with three other friends implies having to accept that an npc companion, at some point, leaves the group without the possibility of avoiding it.

I hope that our (bad) experience can help future players to choose whether or not to play in a full group of four.