OK, so I saw a thread from back in 2017 talking about the screams Szeth hears, and someone suggested a similarity between the screams and the description of Yelig-Nar that 'often his voice was accompanied by the wails of those he consumed.' I couldn't see anyone else talking about this, but anyway I have a crazy theory about Yelig-Nar.
So they brought up this WOB in that thread:
I think this could be interpreted as Brandon suggesting an Unmade is part of the reason that Szeth is able to hear those screams.
It seems likely that each of the Unmade was probably a Spren of some kind before they were unmade, and that each now has some kind of general effect, role or power that possibly reflects on what they previously were. There's not a huge amount of evidence supporting that so far, but it is at least the direction that Brandon seems to be leading towards.
So then looking at the Unmade:
Ashertmarn loves to party, and tries to spread that party to everyone in range.
Ba-Ado-Mishram is mostly theory still, but we got a ton in ROW, crafty and intelligent, but we now know that her imprisonment had a large effect on all living creatures on Roshar; she seems to have had some power of Connection.
Chemoarish we know basically nothing about.
Dai-Gonarthis, again we know little, though the line 'The Black Fisher holds my sorrow and consumes it!' makes him seem very in keeping with the others.
Moelach seems to create a generalised effect on Fortune in a large area around himself. Responsible for the Death Rattles.
Nergaoul, responsible for the Thrill, mindless battle rage.
Re-Shephir we know little about, but she creates the Midnight Essence, and is obsessed with understanding mankind. Also, while she was in Urithiru, several characters felt her as a dark twisted presence, suggesting another kind of area based effect.
Sja-Anat, capable of Enlightening spren, which post-ROW we now know way more, but still understand almost nothing about.
And Yelig-Nar, who lets people eat him, and then gives them access to every surge.
So the majority have some kind of local effect, often to do with emotion. I think the two that are the least in line with that are Sja-Anat, and Yelig-nar, but even then Sja-Anat still feels to me far more similar perhaps because over time she has been continually corrupting spren. Yelig-Nar causes a specific effect on one individual who he bonds to, he feels very much the odd one out.
There's also that line I mentioned, 'often his voice was accompanied by the wails of those he consumed.' I think the current prevailing belief is that the line simply refers generally to people who have been overwhelmed by him once they've shoved him in their mouth, which we assume is what happened to Aesudan, but there's actually no evidence of that.
So, my crazy theory:
What if instead, Yelig-Nar's power/role is that he has been consuming the souls of the dead on Roshar since he was unmade. What if he were something like the spren of the afterlife on Roshar, until he was corrupted.
Perhaps his ability to gift the whole range of surges to an individual, is because he has consumed the spiritwebs of people with access to each surge.
He is responsible for messing with the afterlife on Roshar, and is the cause of certain people hearing the screams of the dead, as a large scale effect across Roshar.
Thoughts?
Oh here's that thread I was talking about: