I just went to a book signing with Brandon Sanderson, and I asked him the following questions. I think you'll find his answers interesting.
Me: Did any kandra survive the end of Hero of Ages?
Brandon: Yes.
M: Are there any kandra on Roshar?
B: Yes.
M: Is Axies one of them?
B: No, but good guess. The Aimians are a different race.
M: Did any Atium survive the Hero of Ages?
B: Yes.
M: We know that Hoid has a bead of Lerasium. Does he have any atium?
B: He has access to atium, yes.
M: Does Hoid use his feruchemical abilities with the atium to see the future?
B: Ah ah ah, I haven't confirmed that Hoid had feruchemical abilities.
M: You haven't?
B: No, but most people think he has allomancy. (He grinned slyly when he said that, which may or may not be a red herring. You really can't tell with him.)
M: Do Axies's and Jasnah's reversed shadows have a common source?
B: Yes.
M: Does it have anything to do with its draw towards Investiture?
B: (After a pause) It has more to do with Shadesmar than Investiture.
M: What does Investiture look like in the Spiritual Realm?
B: Er, I haven't said anything about that yet.
M: But is it important?
B: Yes, it's important.
M: Could you say that it looks anything like mist?
B: Well you could say that it looks anything like mist. (He smiled here as well, but I think it was just because he was teasing me)
M: Can you give me a hint about the Parshendi gods? It can't be Odium, right? Because it's plural...
B: No, it's not Odium. The Parshendi gods... (he paused here for a while) are closer to what the humans would call "Heralds."
There you guys go. I tried my best to remember his exact wording, but I may have gotten a couple words off. I wrote it down a few minutes after I talked to him. Good luck theorizing!