What I've always thought is that the Bondsmiths (all three of them) bond with the "spren" of each Shard. This might not make sense until you realize that there are 3 Bondsmiths total, 3 Shards on Roshar. Also, if Bondsmiths are supposed to unite people, why would there be 3 different Bondsmiths? Shouldn't there just be 1? This makes me wonder if Dalinar has bonded with Honor (Stormfather), maybe Tanavast with Cultivation (Nightwatcher), and an important bad guy (idk who though, maybe Eshonai or the scholar lady?) with Odium (Some unknown great spren).