Barring any new updates or WoBs, this is the current timeline as I understand it.
Within the first 1000 years, Odium went after Ambition but didn't find her, he did end up finding Devotion and Dominion and killed them, then stuffed them into the Cognitive Realm. Elantris is very ahead in the Cosmere timeline, with only White Sand preceding it. Roshar has been having Desolations for millenia, 4500 years ago was just the Last Desolation. We actually don't know when Ruin and Preservation created Scadrial, we know other Shards did visit it. We also know that the Lord Ruler ruled for a 1024 years and that it has been 342 years since the Catacendre in Wax & Wayne book 1; Mistborn era 2 is set between the front 5 and back 5 of The Stormlight Archives.