At the beginning of WoK, Szeth sees Gavilar talking to a man with a pale scar on his cheek (Nalan) and a short Alethi man. In WoR, Jasnah sees the same two talking about a Blade (the Alethi man calls it his "masters Blade.")
The Alethi also says, "I'm worried about Ash. She's getting worse. We weren't supposed to get worse..."
"Ash" is part of "Shallash." We know that the man with the scar on his cheek is Nalan, a Herald, and we know that Szeth has Jezrien's Honorblade. Could the Alethi man be some kind of servant of Jezrien's, and could they be talking about his Blade?
In an interlude in WoK, Baxil and the one he calls "Mistress" are destroying works of art. He notes that the "Mistress" is very beautiful. One of the pictures of the Heralds is the first thing destroyed. Could this be Shallash/Ash? Shallash is the Herald of Beauty, so maybe she hates anything beautiful?
In the interlude in WoR where Nalan chases Lift, she notices that one of the Heralds in a picture has been scratched out. Could it be that the Heralds hate the pictures of how they were in the past? Each Herald has seem to have changed; Shallash now hates anything beautiful, Nalan overexaggerates punishments, and the rest seem to have abandoned what they stood for. Only Taln, now insane, attempts to warn the Alethi about the Desolation.
Could it be that Nalan only wants Szeth to kill the Shin with the Honorblades so that he can recover them and give them to the other Heralds? The Shin have 8 Blades, all of the Honorblades but Szeth's (Jezrien's) and Taln's. Nalan is seen glowing faintly, but could his Blade increase his powers, rather then giving them to him?
The Heralds, evil and with Honorblades, could be even worse that the Voidbringers, especially if they side with them.