In the article for Scadrial on the wiki under "Lands to the South," it says that they're very cosmere-aware and that Kelsier taught them about Adonalsium. This makes sense, given his words to Spook at the end of Secret History, but the citation doesn't match up. Citation ten links to chapter 22 of The Bands of Mourning, but I can't find any indication that their Sovereign taught them about big god boi.