On my first playthrough I kept getting a feeling that the female companions were treated better by the game in general, but it's been a while and the game was bugged as hell back then, so I might be wrong. And I can't make myself recruit everyone and properly talk to them all again so I can't make sure.
I am not sure about Lae'zel but I feel Shadowheart didn't get her "God's favourite princess" for nothing. The one instance that comes to mind because it annoys me is when by resolving her conflict with Lae'zel peacfully, Shart gets the moral highground, despite being the cause of the whole problem.
