The most recent theory that my friend and I have discussed is about Hoid's appearance in Warbreaker, when he says he learned his way of storytelling from "a man who didn't know who he was in a distant place where two lands meet and gods have died". We think that he may have learned from Sazed on Scadrial, since Sazed did not know that he was the Hero of Ages and 2 gods, ruin and preservation, died on Scadrial.