The Unmade are likely the severed spren that came about when the Heralds broke the Oathpact. I would argue that the spren who were bonded to Heralds giving them their powers were more powerful than regular spren so when the Heralds abandoned them, they did not die as the spren of Radiants did during the Recreance.
This makes sense for a few reasons:
1. It follows the logic of the Stormlight world where powers are associated with a bond between physical beings and spren.
2. There are only nine Unmade spoken of. Given the fact that only 9 Heralds abandoned the Oathpact and discarded their blades at the start of WOK (exactly what the Knight Radiants did in Dalinar’s vision when abandoning their oaths in the Recreance), it would stand to reason that only 9 unmade spren exist and that since Tan never broke his oath, there is no 10th Unmade.
3. In Oathbringer when Shallan confronts Re-Sephir, it says “The creature trembled, and Shallan finally saw the reason for its fear. It had been trapped. The event had happened recently in the spren’s reckoning, though Shallan had the impression that in fact centuries upon centuries had passed. Re-Shepir was terrified of it happening again. The imprisonement had been unexpected, presumed impossible. And it had been done by a Lightweaver like Shallan, who had understood this creature. It feared her like an axehound night fear someone with a voice similar to that of its harsh master” (Sanderson 310). This highly suggests Re-Sephir was the spren bound to the Herald Shalash who seemed to head the order of Lightweavers. The impossible imprisonement is not in Urithiru which Re-Sephir fleas after confronting Shallan, but in the breaking of the Oathpact by the Heralds, something so inconveivable in the minds of the spren who bonded to them as to be impossible. Shallan goes on to say that upon touching Re-Sephir that it tries to “rip free” her bond with Pattern and “insert her self instead” (Sanderson 309). Not only is this act of bonding with humans very spren like, but this attempt suggests that Re-Sephir might still have a deep, subconscious desire to retain the sentience and bond that was lost when Shalash broke the Oathpact. Finally, in this same section Shallan says “it’s like a creationspren. Only so, so wrong” (Sanderson 309). This statement, along with the fact that Shallan stated throughout the battle between Bridge Four and Re-Sephir that it could easily have consumed the men but was studying their fighting instead in much a similar way as Pattern is interested in all human interactions (claiming he bonded with Shallan to study humans), gives more credence to the idea that Re-Sephir is the Cryptic spren formerly bonded to Shalash.
4. Also, consider the Heralds going mad. This would make sense if the spren they severed during their breaking of the Oathpact retained some of their sentience once abandoned. Since the spren of the Heralds would be more powerful (or maybe their bond was more powerful) the severing of that bond would likely not kill them. This would also account for the varying levels of sentience among the Unmade and the varying levels of mental instability among the Heralds. The more sentience the spren took at the time of severing, the more crazy and disturbed the Herald was left.
This is why Shalash is still mostly sane given the fact that Re-Sephir took such a low level of her sentience when splitting and some of the other Heralds are less functional given the amount of sentience taken when they severed their spren.
4. Finally, it would also explain why there is no screaming in people’s minds who wield the Oathblades as the spren associated with those blades are not dead. Not only that, but just as the Heralds lost a bit of their sentience when they severed their bond with their spren, the spren lost a bit of their powers to the Oathblades which retained some of their abilities at the time of severing. This would explain why Re-Sephir, former spren of Shalash, could only make faulty approximations of forms in its fight with Brdige Four. Some of its abilities were lost at the time of the severing.
This is my 2nd time through all the books and I really feel like I am seeing things clearer now that the picture is better painted. I also want to throw out the idea that Dalinar’s need to unite the Heralds with their severed spren as part of the charge to lead the fight against Odium.
Let me know what you think.