ok I don't agree with all your ideas in there, but I like the "being connected to an ideal" thing. That gives more context to my own theory in what would be happening as Odium used the breaking of the heralds to his own ends.
So, I'm now imagining it that he broke the bonds in these Heralds spirit webs that connected them to those ideals of honor. Then, he took those pieces of Spirit web... and constructed them into an Unmade. A twisting of the ideal they were supposed to be connected to, mixed with hatred. Also, BTW a new fool showed up in the chapters, idk how that fits into your theory. Hes walking on sand uphill, never going anywhere?
The issue your theory presents is the WoB specifically about the desolations. If the desolation started if the Heralds stayed, well I bet the Heralds made the mistake of staying at least once. Which means at least 10 desolations, but grounds my theory a little better. That means the desolations did not just start when a Herald broke. But, it does support the idea that each Herald only broke once, because how can you break something like that multiple times?
So, perhaps the answer here is that there were not just 9 desolations. BUT, a desolation would start when a Herald broke, so I would imagine it would be maybe 10 or 11. But more specifically, when a Herald broke, an unmade was made. Which still brings up questions about the first desolation... where was the Unmade for that?
This would explain the name Unmade, and would explain how it was a splinter, but like unto the spren/ heralds, in a twisted fashion.
Thank you for that, I'll think over the first desolation for a bit to see if there is a way to reconcile that with all this.