In order. I think the warmth and life is actually coming from Dalinar's own expanded soul(this happens when you are exposed to a lot of investiture). Nohadon himself is Dalinar looking into the spiritual realm and putting out a vision of an ideal king through his own cognitive understanding. The other visions follow suit and ditto for writing Oathbringer. Dalinar is touching capital T truth and his mind can't fully make sense of it so he interprets it as light.
Similarly Evi is the spiritual aspect of Evi that has stuck around. The ideal of Evi. Not her mind but her soul. The soul actually does stick around for a while in the cosmere even if the mind and awareness do not. Because of Dalinar's expanded connection he can still feel what the idea of her would say to him through his own cognitive understanding.
As to the we killed you comment I personally think Dalinar is evoking the consent of Adanalsium. The idea of all things in one and that this concept is extremely frighting maybe even painful to Odium who rejects even the idea of being part of a greater whole. I know of some places where this was talked about. I may be able to post some links latter.