I posted this on the cosmere subreddit, but I think you'll find this interesting as well:
I have an interesting theory. I think the "Wind" is a pre-Shattering Old Magic god of Roshar, and that it is one of three, or of three categories. The three (categories) are spren, stone, and wind. The next part will be my evidence, and the one after that some interesting potential implications of it. I posted something similar on the Stormlight subreddit, but it did not gain much traction.
Evidence #1 - the Elia Stele. The epigraph for Ch116 of Oathbringer states "We took them in, as commanded by the gods. What else could we do? They were a people forlorn, without a home. Our pity destroyed us. For their betrayal extended even to our gods: to spren, stone, and wind. —From the Eila Stele". This is also mentioned in further context in Ch111, titled "Elia Stele". The context of this is that the Elia Stele was an ancient inscription by the Dawnsingers (the parish) about the Voidbringers (humans). Note, it uses a colon when stating gods, implying there are three or three categories of gods.
Evidence #2 - In Ch2 of RoW, one of the Herdazians stated "By the Three Gods". We don't know much about the Herdazian religion, but I don't know of any Rosharan religion that worshipped all three Shards.
Evidence #3 - In Dalinar's first on-screen vision in Ch19 of tWoK, Taffa says "Three Gods" after watching Dalinar fight off the Midnight Essence as Heb.
Evidence #4 – Ch4 of WaT. The epigraph said the Wind was worship before the Storm (Stormfather or Honor presumably) was worshipped. In the chapter, it states, ‘ “One of the rhythsm of Roshar,” Syl said with a nod. “Made into a song, with the tones of the god.” “Gods older than yours,” Wit said’. This to me means the Wind wasn’t the only Old Magic God. Later, the chapter says, ‘ “When this world was created,” Wit said, “long before Honor, Cultivation, or Odium arrived, Adonalsium left something behind on it. Sometimes it’s called the Old Magic. Sometimes that term is applied to the Nightwatcher, who came—with Cultivation’s efforts—from one of those ancient spren. Listen to the Wind when it speaks, Kaladin. It’s weaker than it once was, but it has seen so very much.”’ To me, this means the Old Magic consists of ancient spren, IE gods.
So I think most of us understood any three god statement to be referring to Cultivation, Honor, and Odium. In other locations in the series, they are referred as three gods, but I am not finding that ever used in terms of religion. I don't think the three Shards were worshipped together like as a pantheon. To me, it would make more sense if the original, pre-Desolation, Dawnsinger religion was of the three Old Magic gods, and it has developed over time. Potential developments including incorporation of Honor and Cultivation, spreading to Herdaz, perhaps spreading to the Shin, impacting the Vorin religion in the time of the False Desolation.
If this supposition is true, there's all kinds of interesting impacts. Who are the two other Old Magic gods, and what's their deal? Do the Shin worship the "stone" god? Who's the god of spren? Was it Ba-Ado-Mishram before she was Unmade? Was the god of spren all of the Unmade together, and Odium fragmented it and unmade it into the nine Unmade? In Wat Ch3, Pattern states that Mishram’s imprisonment in the Spiritual Realm, or the process that resulted in that, is the reason why breaking the Nahel bond creates deadeye spren when it hadn’t in the past. Also, how does the Nightwatcher and our current knowledge of the Old Magic play into this?
We’re going to learn a lot more about this in WaT, but I think this is an interesting theory. What do you all think?
https://old.reddit.com/r/Cosmere/comments/1exuzlk/wind_and_truth_preview_chapters_three_gods/