I'm wondering if Brandon Sanderson got his inspiration for Sprens and Shadesmar from The Jinn World, which is a 'concept' in Islam that these beings that humans cannot typically see live within the same space as us, but in a parallel world that we cannot interact with or see due to it being held together by a different set of physical laws.
The parallels:
Invisible entities that live in a lateral or parallel realm
They are supposed to worship the same God as humans (The Almighty?)
They have various abilities that they can wield
Are able to possess (bond with?) humans on some level
Thoughts?
A quick search on Google yields this:
https://www.islamreligion.com/articles/669/viewall/world-of-jinn/