It has been bothering me that Zahel was nowhere to be seen once Urithiru was invaded in Rhythm of War. I understand that his whole prerogative these days is just to lay low and stay uninvolved, but I feel like that wouldn't of been possible during the invasion.
Is it possible that Kelsier could have attempted to kidnap him? I dunno if the ghostbloods would even be able to pull that off but it does align with his motives. His whole reason for wanting shallan to capture kelek was to (correct me if I'm wrong) help him find a way to break his tether to Scadrial. Vasher would be WAYYY more helpful in that regard. he is also a highly invested cognitive shadow that has been world hopping for longer than almost any other world hopper we know of.
That might be what Mraize was up to in Urithiru.
It is hard for me to believe that the ghostbloods would be capable of that but not entirely impossible for me to believe it either.