First off, this is my first post, so I'll try not to embarrass myself. Secondly, I'm at work so I'll have to make it short and sweet for now.
Assuming the sword Nalan gives to Szeth is actually Nightblood, which seems a VERY safe assumption given the description and the sword speaking to him, this leads us to the question "How did Nightblood get to Roshar and why does Nalan have it?" I was reading the possible Vasher - Zahel theories and I have to say it's intriguing. It hardly seems Vasher would just give up Nightblood, but I find it more than suspicious if they happen to be separated but both be in the same place (ie a place they, by all "reasonable" means, shouldn't even be).
The Heralds must still be around somewhere, and given the current state of the world, I would bet they start making a more obvious appearance (for better or worse).