If you already slept with Lae'zel it means the tiefling party is over.
And this means no other romances for you.
Welcome to BG3.
I could have started the romances with Karlach, Wyll, Gale and Halsin in act2/Halsin act 3, if I wanted. So not all romances are tied to the party. With Shadow you have to do the wine drinking in act 1 and Lae'zel I don'tknow. Astarions can start in act 2 too according to some other players.
You misunderstand. Maybe because of that previous poster spreading misinformation. It's not a matter of an Act. it's a matter of tiefling party - one specific event. If any of companions are missing during this party (joined after) - the romance options with them are blocked for the rest of the game. By the way, I have reported this as a bug to Larian. Clearly some "flags" or "checks" are missing or attributed incorrectly.
And you are right about Shadowheart. You can't romance Shadowheart if you refused to drink wine with here during tiefling party, and this is also ridiculous because there are no second chances. Drinking alcohol can be unacceptable for some people or even entire cultures. Some of such people (and some others, too) can role-play just like that and refuse drinking with her not to reject romance, but because of how they role-play. It's an obvious overlook on the developers' side.
