How are you supposed to be a holy knight in this game if all or nearly all of your "companions" are either outright evil, worshipping Shar, or have some pact with a devil, or are in some other way an evil alien thing that paladins normally would smite on-sight?
The companions are not particularly good, that's true. But they're not particularly evil either. If you follow Larian's outlined evil path and side with the goblins in the Grove, slaughtering the druids, here's how each of them react:
Shar worshipper is upset and gets blackout drunk.
Warlock either leaves or attacks you.
Wizard leaves the party, unless you pass a DC20 persuasion check, and even then you get a huge disapproval boost.
The githyanki has no opinion no matter what happens.
The vampire is a little bit amused by the whole thing, but doesn't really care.
The full game will also feature Karlach, the tiefling paladin, who will also leave or attack you as per datamining.
Larian made all companions morally ambiguous, with some darkness to each of them, but none of them feel like they've been designed for the evil playthrough in mind, none of them explicitly approve of it. Lae'zel is probably the most evil companion, but she's fanatically opposed the game's villains and hates you for embracing the tadpole.