At first I thought Zahel was Ishar, but Ishar would know that Syl is an honor spren. Also, he called Hoid "Dust" which is one of his world hopping names. Guess it is Vasher.
It might be that the Dread... Err, I mean Odium forced the Rosharans to travel through a tear in reality down a golden staircase to escape the tranquilline halls.
Or... i might be getting this confused with Faust's Magician series.
If you tried to soulcast air into something, you would probably pass out in the process due to making a empty pocket around yourself. And... There isn't a lot of mass in air so it'd take a ridiculous amount of it to make a small object.