Why would anybody think Egwene's maid, Chesa, was a servant of the Shadow?
As she appears, Chesa is pretty dim-witted. Always chattering inanely about not eating too fast, dressing warmly, and washing behind one's ears, she's a caricature of a stupid servant. It's hard to believe that the woman is as simple-minded as she acts around Egwene. In fact, Egwene is always thinking about how great Chesa is, how "simple" and "refreshing." Would RJ be pushing this so strongly if she was actually a simple-minded serving woman?
First, it is very suspicious that Halima killed Meri and Selame, but not Chesa. The result of this is that Chesa now waits on Egwene 'round the clock. Meri and Selame were appointed by Romanda and Lelaine [ACOS: 8, The Figurehead, 160], and they were most likely spying on Eg for those Sitters. The conclusion that immediately springs to mind is that Chesa is also a spy, and that Halima killed the other two maids so that Chesa's spying could be more effective. This implies that Halima (a.k.a. Aran'gar, a.k.a. Balthamel) has an interest in Chesa's spying, or works for somebody who does (Moridin or Shaidar Haran).
Furthermore, Chesa was apparently appointed to be Egwene's maid by Sheriam: "Sheriam might have chosen [Chesa], but she was the Amyrlin Seat's maid." [LOC: 36, The Amyrlin is Raised, 479], and "Chesa was a gift from Sheriam." [ACOS: 10, Unseen Eyes, 186]. As we know from [TPOD: 16, Unexpected Absences, 345], Sheriam is a Black sister under orders to get information by one of the Forsaken. So, it is certainly conceivable that either 1) Sheriam was ordered to choose Chesa by Aran'gar, and Chesa reports to her or 2) Sheriam chose Chesa to be her own spy, and pass Chesa's info on to Aran'gar herself. Either way, it fits together well.
However, there are other, less obvious ways to interpret these data. With respect to the murders, it's possible that Meri and Selame were removed to eliminate whatever (poor) information they were giving to Romanda and Lelaine. If Chesa is just a maid and not a spy, there would be no reason to kill her. As for the connection with Sheriam, there may be some confusion about that. While Egwene thinks twice, in different books, that Sheriam assigned Chesa to her, Anaiya may have had something to do with it, too: 'Anaiya said, "We need to let her sleep. Tomorrow is almost as important as tonight was, child." Abruptly she laughed to herself softly. "Mother....We will send Chesa to help you get ready for bed."' [LOC: 36, The Amyrlin is Raised, 478] This is right after Eg arrives in Salidar. It sounds as if Anaiya is the one choosing Chesa to be Eg's maid. This can be resolved in two different ways: 1) Anaiya sent Chesa to Eg on the first night as a temporary measure, and Sheriam decided to make it a permanent appointment, or 2) Sheriam chose Chesa before Eg got to Salidar, and Anaiya was just suggesting that the pre-appointed servant go take care of Eg.
One piece of evidence which contradicts the idea that Chesa is a spy for Sheriam is Egwene's scene with Sheriam in [ACOS: 8, The Figurehead, 159]. Egwene thinks, "[Sheriam] did not understand why Egwene let her maid be present at these meetings, much less let her chatter away freely." This indicates that Sheriam has expressed disapproval of Eg's habit of letting Chesa be present at meetings where secret stuff is being discussed. If Chesa was spying for Sheriam, Sheriam would not discourage this practice.
Stronger evidence against Chesa's DF-ness shows up in COT, where Chesa shows open disdain for Halima:
"She makes me... uneasy, Mother," [Chesa] said finally. "There's something just not right about that Halima. I feel it every time she's around. It's like feeling somebody sneaking up behind me..." [COT: 20, In the Night, 484]
Even more telling, she cooks up a potion for Egwene that dispels the effects of one of her Halima-induced headaches - evidently the first time something besides Halima's massages has worked to stop the pain - allowing Eg to Dream again [COT: 20, In the Night, 483]. It's possible that Chesa is a DF working for Sheriam (or on her own) and doesn't know that Halima's the head honcho, but it seems really unlikely that Halima wouldn't have gotten all Darkfriends in the Rebel camp under her personal control by now, or would allow one of them to work at cross-purposes against her.