Maybe the unmade were Unmade using a Dawnshard or a similar process? So basically:
-Unmade had a former form (maybe human for Re-Shepir, Singer for Ba Ado Mishram, dunno about others)
-they were changed, unmade - maybe with the usage of a dawnshard wielded by Odium-its champion and somehow merged with Odium splinter, (same as the Returned are mini spilnters)