Starting with a full team and not requiring any help to escape the dungeon, Imoen and Minsc escape on their own and Jaheira thankfully disappears never to be seen again.

Apart from the experience, are there any major setbacks with creating six characters?

Putting it this way may be an exaggeration, but playing with a full custom party is basically replacing human buddies with soulless bots. You'll be missing all companion quests, as well as all party banters and interjections and companions' character development and so on. Whether this is a "major" setback or not though, depends on the player.

Some players don't care for such things and want to focus on the gameplay/combat. In that case I don't think there's any major setback with playing with a full custom party.

Agree about the interaction with the NCPs, however, I have seen it all before and there are just so many times you can read about milky baths etc. If I get bored I can always chat to Clara.

LOB is completely different game to the other levels and is virtually impossible with a basic party and without a little help, even with a powerful party. My earlier effort was destined for failure.

1 item I will miss is the wizard ring dropped by the mage accompanying Galverey, maybe I can't access the house occupied by prebak?, some early goodies in there including the excellent invisible stalker.

Got to be other things I miss without Jaheira

So you meant "anything major" in terms of gear and such? Other than the Ring of Wizardry you mentioned, I don't think so. Some NPC-specific gear may be useful, but nothing that can't be replaced with other items or spells.

The quest to kill Prebek is always accessible; it doesn't require Jaheira.

That said, if you need anything from a companion quest, you can recruit them temporarily then ditch them once you get what you want. Well, except when they are gone permanently like Jaheira in this case. The Ring of Wizardry is good, but I wouldn't say it's a must-have. If you install a mod that allows mages to scribe scrolls, you can have them scribe a bunch of scrolls and keep them in inventories. Now THAT feature is what I consider must-have. Having played this game modded for so long, I can't imagine being able to play it without having the Scribe Scroll ability anymore.

Cheers, was hoping for that sort of reply, I do not play with any mods, but, a bit of cheese.