Thoro

Definitely Allomancy. Just because Vin rocks like hell!

I think the term "it was obvious that it could not be" has some significance as well. To me it hints at geographical or mechanical limitations that prevents Urithiru from being built in certain regions leading to the assumption that Urithiru has some physical or magical properties that are only possible at specific locations. I can´t elaborate the thought any further at the moment, however I think the direct connection of Urithiru and Honor is highly relevant to the city (and its inhabitants).

I rather think this (walk/not walk) refers to the mentioned Dalaran-like city placement, which would mean that one could not reach Urithiru by foot unless one had specific magic abilities (e.g. Windrunner) that would erase some limitations "normal" humans face.

As far as I understand the cosmology Shadesmar is connected to all of the Cosmere´s worlds. In that case it would hardly make any sense to me for Roshar´s shards to be represented in Shadesmar´s construction...