Officially, the difference between a companion and a sidekick is that the latter isn't integrated into the companion relationship system. Otherwise, it's an arbitrary difference and a sidekick could theoretically have just as much content as a companion (just not as part of the relationship systems).
I doubt that more characters will be added to the relationship system in these DLCs, so it's just sidekicks from here on out.
Also, I'm pretty sure the Priest of Rymrgand subclass is exclusive to Vatnir.