First post here, and sorry to resurrect quite an old topic.
So I know that it's a pretty solid, and popular, theory that Baxil's mistress is in fact Shalash. And given the evidence that's been presented, it's hard to refute it. But I can't help but think that she is in some way connected to the people and events on Scadrial.
There are three things that really stuck out in the interlude to me:
Her appearance is unlike any race on Roshar.
Baxil is inexplicably infatuated with her. The way he describes how he feels sounds a lot like emotional Allomancy.
Baxil also mentions that she has extremely good hearing, better than he would expect a person to have. To me that seems like it could indicate that she can burn tin.
The writing just seems so deliberate in the interlude when it comes to these things. Assuming the theory that she is a Herald is correct, so worldhopping probably wouldn't be a stretch for her, would it be way off basis to suggest that she could also possess Allomantic powers? Or are the things I pointed out just the result of her being a Herald?