So... first post here!
I'm not sure if this has already been discussed, and I'm not really sure what implications it would have, but at the very beginning of TWoK (pg. 88) Shallan mentions that House Davar is ancient. It's often said that her red hair and pale skin are the result of impurity in her lineage, being mixed with Horneaters at some point. But I was thinking, what if these features are actually a sign of a more pure heritage, whereas other Vedens have mixed more with the Alethi?
In chapter 46 of WOR, Rock tells a story of the Unkalaki and how they came to live on the Horneater Peaks. He says:
I think the Unkalaki were the original inhabitants of Valhav during the Heraldic Epoch, until they were forced out by the Alethi and it became Jah Keved (this would account for why the religion, language and appearance of most Vedens are so similar to the Alethi).
Basically I was thinking that with House Davar being so ancient, as well as super remote/rural which would imply less interaction with other cultures, Shallan's heritage is in fact very pure, and perhaps reaches all the way back to the Heraldic Epoch...