If you get the adventurer version of his romanced epilogue, there's class specific and Origin specific lines showing he's learning about his partner's interests. For example, he's learning music with a bard, or if you're playing as Lae'zel, he'll learn your language.
That is such a good detail. If you play as Gale and trigger the "In case of death" quest, Lae'zel comments that Gale is improving her vocabulary once he's back among the living. So Gale learning her language, feels like a reference to this. The Origin specific lines, which I have seen from Gale's romanced epilogue, are all very thoughtful and keep the shared stories of the characters in mind. As Astarion you can be a bit self-conscious about having dragged him into your weird lifestyle and he'll ease your worries.
I also didn't have much of a problem with Lae'zel early on, you just have to get used to how blunt she is but she is a team player right from the start. If you don't let her bully Zoro, she waits until after the conversation to tell you her opinion of it - which is good conflict resolution - and she never rises to Shadowheart's attempts to goad her. Shart otoh is the one I really don't like in the beginning. Depending on how you save her, she can be very sweet to you right from the start, while trying to drive a rift between the other companions. I do not like that at all.
Poor Rugan, I feel I owe him a drink at this point because I have made his life truly miserable once or twice.
I do like the "save the artist" quest too, it's surprisingly deep for what starts out as a silly side-quest and can have some very interesting resolutions depending on how you deal with the situation. It's just a shame that the portrait is bugged - and that you can't offer it as a gift to Astarion.
The Arcane Tower is a favourite place of mine too. I like the design, the puzzle and the reflection it offers on your companions. Lenore must have been in a very similar state as Gale during his year alone and the story about the Sharran, the vampire and the wizard who used to be friends but then succumbed to power isn't a very subtle reference either.
Act 2 is my favourite in general. I do love the bleakness and its horror elements, but I most of all love how it is constructed around a theme. Everyone in act 2 deals with their faith and their relationship with the gods and in the end - at least on a good run - the faith in yourself and your friends.