If you respec Shadowheart as a Paladin you get a few extra dialogue options specific to [Paladin of Shar]

It's neat how they thought of so many different scenarios. You don't get any other gods mentioned in paladin dialogues as far as I can tell. I played a PC of Tiefling, Drow, and Half-orc paladins so far and none of those had any "Paladin of" options to choose. SH just happened to be my face this run and I guess if you respec her they gave her these specific options.