According to one of the prefaces to a chapter in Oathbringer, Yelig-nar bestows his power to someone (maybe just humans) through the ingestion of that sphere. Based on how that preface or whatever was phrased, I don't think that Yelig-nar actually is present only in those stones.
Are you sure that Ba-ado-mishram is in that sphere that Szeth hid? I thought Navani or someone said in the end of Oathbringer that Gavilar made that sphere.
I think Sja-anat will be dealt with (maybe converted to the Ghostbloods) by Shallan/Veil, or imprisoned by that Karbranthian Dustbringer, whatever her name was. I don't think that Sja-anat will be imprisoned.
Do we not know what Chemoarish and Dai-Gonarthis do?