I'm new to posting theories online, so please leave feedback below, both on the theory itself and my presentation of it. Please also tell me if this has already been proposed.
In WoR, chapter 42, Shallan is in Sebarial's warcamp, having just woken up to a plate of food from Palona. She asks Pattern to remind her to thank Palona, then makes a throwaway comment about how she is "divine." Pattern then says: "Mmm. No. I think she is...Ah...Exagggeration?" I think that he sensed that she was not human, and was going to correct Shallan on her prescribing divinity to her when he realized it was an exaggeration. I think that this indicates that Palona is in fact not human, and is instead another species entirely. We know she isn't either breed of Aimian, and one of the only other species in the Cosmere that could blend in with Rosharans, specifically herdezians, as this is Palona's race, is a kandra. To my knowledge, there is only one confirmed kandra worldhopper, the agent of Harmony. I think that if Harmony's agent is trying to gather as much information as they can on other worlds, then one of the best places to be on Roshar is in Sebarial's warcamp. There are quite a few good reason's to be there as opposed to other places.
One, the kandra worldhoppper is able to stay near a great deal of action in Sebarial's warcamp, as Sebarial joins Dalinar on the Shattered Plains to go and fight the listeners.
Two, it is alluded to that Sebarial gossips with Palona about major policy decisions made in meetings with the rest of the highprinces.
Three, Shallan lived in Sebarial's warcamp and had a lot of contact with Palona, who, if she is a kandra, probably figured out that Shallan is a native magic user, something that Harmony would likely be interested in.
Some more supporting evidence that I have for Palona being a worldhopping kandra agent of Harmony is that she doesn't care very much about Vorin customs or chastity laws. I couldn't find the specific scene, but there is a scene where Shallan walks in on Sebarial and Palona getting massages and Palona is lying facedown with her safehand only halfway under a towel. Kandra like MeLaan have been shown to sometimes be careless with modesty in the past, which may be what is being shown here. Palona's Coppermind article says that she is good at anticipating Shallan's needs, which I believe indicates that despite her almost careless demeanor, she pays extra attention to Shallan. Palona also doesn't seem to be threatened by imminent danger as on the Shattered Plains, she is just reading a book. That passage describes her as seeming almost bored, but I believe that is too careless for a human to be at a battle. I think that the kandra worldhopper was trying to seem bored in order to disguise her interest with the battle around her. Also, the fact that she didn't seem afraid at all of the Shattered Plains seems to indicate that she didn't believe she was in any danger, which she wouldn't be if she was a kandra.
I think that this is all the evidence I can find right now, but please comment if you find anything that is pertinent to this theory.