Note that Pharasma is Neutral. Her hatred of undead, while usually a point of agreement with Good deities, is not Good or righteous on its own. It's about them flouting the cycle of life and death which is her domain, not about their evil or unpleasantness by mortal standards.
Take, for example, a CG Vampire (theoretically possible): Sarenrae might welcome or applaud them, and other Good people and gods might be won over...Pharasma demands their destruction with the same fervor with which she demands that of any other vampire, and no amount of good deeds can ever change that because she hates what the vampire is, not what they do. This is particularly relevant since a Shadowdancer's companion shares his or her alignment.
So...while I have no answer to the question of how to get along with a Pharasmin and Nosoi while having a Shadow companion (beyond the reflavoring suggested above), I can answer the thread's title:
No, being a Shadowdancer has no inherent moral implications.