As far as I know, these are either from the God beyond, Dalinar's imagination, or some other plot point that hasn't come up yet.
When you die, your spiritual aspect will linger for a while, an "imprint" of what you were. When the three realms were pulled together, Dalinar was able to hear Evi's Spiritual aspect. The Spiritual aspects are also most likely what Szeth hears screams from.