Zahels looks

[Toaster Retribution he/him]

Since Zahel/Vadher is originally from Nalthis, he probably wont look like the Alethi. So why doesnt anyone react? I dont think Kaladin ever mentions it. Has Vasher managed to change his appearance in some way?

[Calderis he/him]

Vasher can change his appearance at will. Any returned can learn how to do it. It's how Vasher didn't look like a Returned to begin with. 

Read the very end of Warbreaker again and I think he demonstrates the ability. 

[The One Who Connects he/him]

Lightsong brings this up in Warbreaker too(might've been Vasher again) about how the heroic Returned look strong, the beautiful ones are supermodel-esque(i forgot exact words, but the sentiment is still there), the wise ones look old, etc... That Divine Breath they have allows them to do this, but Vasher is one of the few who ever really asked "why?"

It's just second-nature to the rest and they'd call it further proof of Godhood, but Vasher has practiced and honed that skill. Warbreaker spoilers

Spoiler

Denth does this as well, when he tricks Vivienna throughout the entire book, just like Vasher. They both knew how to suppress that divinity and appear normal.

 

[+Extesian he/him]

Vasher can suppress his Divine Breath by 'believing' he isn't Returned. 

Quote

And yes, the scraggly miscreant is how Vasher sees himself. Not noble and Returned, which is part of how he suppresses his divine Breath

Annotations

Now I personally believe this is within limits. That he can't change his facial structure and so on but can affect hair, size, height, maybe skin tone, things like that. I see it (and this is not canon) as comparable to a soulstamp, where you can cognitively think of yourself as with a different history but not as literally a different person.  

So I don't think he would look Alethi, just unexceptional. But Roshar has so much variation in races people would just assume he's a 'foreigner'.

[red032 he/him]

He passes as an Ardent, so no one will bother with unusual looks.