Alright. Now, I'll have to write a horrible theory about how the ghostbloods are actually the letter delivers. They're a group of world hoppers, as the post people would have to be. Their hideout in Roshar is one of their offices. That's why so many various world hoppers collect there as well. So far, a great majority of their communications with Shallan has been done with letters. Coincidence? Absolutely not!
Now, you might ask why they wanted to get rid of the piece of Odium via Shallan. It's simple. Having a violent investiture flying around isn't safe for postage deliveries. So, they asked her to remove it.
How do they know so much about cosmere? Well, second theory, you can bet that they secretly read the letters. Then, with people like Hoid sending letters with plethoras of cosmere knowledge, they end up fairly smart. That, and being in the cognitive realm for a long time lets you become familiar with the trade, so to speak.
If this gets confirmed, I will eat a hat.