In my eyes, only one person has ever really understood him and formulated that understanding, where even Kaladin himself only could say "Yes." in awe: Shallan. I don't mean any inherent Lightweaver magics, that might alleviate sadness and despair, but no, exactly what happened in the chasms during WoR, where she told him about pressing feelings of guilt.
Though I kinda find it hard to believe them building any kind of relationship now, since Shallan seems to have chosen Shallan as her primary mask for the time being, who to validate Adolin had to paint Kaladin in the worst light possible. I'd also be surprised, if Kaladin would try to actively form any kind of friendship with her now after OB. I'm predicting a professional distance, maybe not even that. For the time being, anyway.