About your recent edit.
I like this disparity between the Nightwatcher's gender, but this could simply be explained by the fact that it is genderless, as a spren (if that's what it is), or that people don't really know much about it, like how Brandon made us think there were only Ten Metals in The Final Empire.
About the Valley being Shinovar, I don't think so. I think it is where the Stone Shamans live. He seems to have lived there, or perhaps 'studied' there? He seems to have been given a "cursed" Blade, which makes me think this is some boon/curse mix from the Nightwatcher, meaning that she/he/it would probably live in this Valley too.
EDIT: Noticed the gender association as 'her' in my post and so changed it to her/him/it because of the gender hiatus issue.
EDIT 2: Made 'those people Szeth said would retrieve his Blade' into 'the Stone Shamans' for clarity.