how are we informed of lockwoods shallowness at the end of chap. 15? Also, who do readers sympathise with at the beginning of this chapter?

At the beginning of the chapter, we come to empathize with Catherine because of her illness.

As far as becoming aware of Lockwood's shallowness, I believe the following quote explains it best....

'She's fainted, or dead,' I thought: 'so much the better. Far better that she should be dead, than lingering a burden and a misery-maker to all about her.'