If you orient the map of Shadesmar so that the Expanse of Vapors lines up with Scadrial on the cosmere star chart, then Taldain & Threnody both fit the general direction of Broken Sky (Ashyn is probably accessible through Shadesmar too, but I think the Expanses are probably meant for "big" worldhopping). I think Taldain is the most likely option & it's a straight shot when the maps are lined up, but Brandon's said that space is weird in the cognitive realm, so it really could be anywhere (after all, it only took Kelsier a few weeks to get from Scadrial to Sel[?] as a cognitive shadow)