Based on this WoB, I don't think Nalthis is going to be a major player in the same way the other three aformentioned planets are. In fact, I've always seen Nalthis as an afterthought in the grand scheme of the cosmere - It only really exists to introduce a few important players for SA.
WRT Sel - AonDor and the Elantrians are certainly the best hope for the Selish to get off-planet. The biggest problem is the cognitive aspect of their Shards, which I think they were trying to get around in MB:SH anyway (and failed). Even then, keep in mind that Elantris is meant to be set a few hundred years before Rashek's Ascension. I can't find the WoB specifically, but IIRC, Elantris is meant to be 1300 years before the events of TFE, and 1500 years before we see Galladon again at the shores of the Purelake. For context, 700AD was the year the Chinese invented gunpowder, so look how far Sel could have come in all that time.
You're probably on the right lines for Roshar. Some people theorise that Ashyn has technology that'll be useful in their floating cities, but Roshar itself doesn't have any of those yet. How exactly they get off planet, I'm not sure about, but I certainly think it's a combination of fabrial tech and however Ashyn uses the 10 surges