There's no big masterlist to my knowledge, no.
That said, most companions have a small line or two for most quests. Viv and Agni tend to have less because they're newer, while Cait and Brint tend to have more because they're older.
Because I'm bored and you've got me interested, though, I went down the quest list in alphabetical order and wrote down the big interactions I can remember (NOT counting companion quests for obvious reasons, or Ryn in the Winter City quests).
- A Relic of Repute: Arona has things to say to and about the orcs.
- A Feast for Heroes (technically this isn't a marked quest but whatever): Both Arona and Etheryn have unique conversations with Kelsaz. If you bring Cait, her dad Barney actually shows up briefly. Cait can also be asked to distract the guard.
- Father, Where Art Thou?: Arona will stop the champion from getting ambushed by monsters at the camp.
- Teatime for Dragons: Etheryn, if present, will offer to pull the spear. Ashelander refuses to let her. Azzy, obviously, can do it.
- The Demon of Ice: Arona has a fun convo on the boat ride at the beginning of the dungeon, and offers to give you Sorran warpaint for the trip. You can choose to have her kill Alissa at the end of the dungeon instead of you or Ryn, if memory serves. If she's your dom, she does it automatically without your input.
- Getting into the Closet: Quinn obviously has a lot of interactions in the dungeon, and he can turn the Marauder into a statue.
- High Ground: Azzyran has lots to say here with Liaden. Cait can be sic'd on the Gnoll Princess to bypass the encounter.
- Howling in the Dark: Cait can be given the Rimescore instead of you or Drifa.
- Right of Conquest: Cait can blow Pavo for you to bribe him.
- Ruins of Xadaron: Viviane, Kiyoko, Agnimitra, and Brienne in specifically her Pyromancer set can be used to beat certain checks.
- Shadows Over the Sun: Etheryn has an interaction with her ancestor.
- The Ring of Fate: Agnimitra can talk down the harpies at the start of the dungeon.
- Vision Quest: Ryn skips the golem fight because it recognizes her royal blood. Agni and Azzy can fly you across the gap in the mines.
- Winter Wolf: Quinn has an initial interaction with Gweyr where she mistakes him for a cultist (lol) and almost breaks his hand. Arona will go crazy down in the dungeon attempting to claim the pile of melted gold. There are also several companion checks for the mage ship, destroying supplies, and the dungeon, which you can find on the wiki.
I'm proooobably forgetting a few but hopefully this is what you were looking for.
Edit: Just remembered Arona in Demon of Ice