It wasn't until I re-read the book (although maybe that means I'm just slow at picking up on these things) that I realized Dalinar had the perfect way to remove any suspicion that he tried to get Elhokar killed during the chasmfiend hunt, namely that, during said chasmfiend hunt, Dalinar saved Elhokar's life! If Dalinar had wanted Elhokar dead, he could have just let the chasmfiend kill him; instead he leapt in front of the creature's giant claw and actually caught it between his arms, saving the king's life. Why neither Dalinar, Adolin, Elhokar, or Sadeas ever brought up this point is a mystery to me.
Elhokar's paranoid enough that he wouldn't take that as proof, and Dalinar, Adolin, and Sadeas all know him well enough to know that. Remember what Dalinar had to put him through at the end of the novel to convince him?
I believe the reason was that they thought it was a gambit by Dalinar to get Elhokar to trust him, though I can't remember if this was explicitly stated in the text or something that I thought up on my own.
Also keep in mind that it's not so much an issue of proving Dalinar wasn't involved. It's an issue of Sadeas using an accusation of Dalinar's supposed guilt as justification to go to move against him with the grinning approval of the other Highprinces.
Shallan's money trouble (contains major spoilers)
Shallan secretly posseses a shardblade that she apparently took from her father after she killed him. Shardblades are worth "Fortunes. Cities, palaces, kingdoms." If her family is in such terrible enough debt that she is desperate enough to try conning and stealing from the sister of the most powerful King in Roshar then why does she not just secretly sell the blade. It can't be harder to arrange than what she tries to do instead.
There's implications that there's something much worse going on in the background surrounding Shallan's family, even beyond the Ghostblood connection, and that trying to sell the Shardblade would simply result in things getting worse. Blades aren't things you just sell in Roshar, and merely possessing one will bring down tremendous and terrible attention on the family. Attempting to sell the Blade would likely end in the whole family being killed and the Blade taken. Trying to sell it is like trying to sell nuclear weaponry in the modern world.
Is trying to sell nuclear weaponry that much more dangerous than trying to steal nuclear weaponry, the soulcaster is probably just as dangerous and valuable as a shardblade. Both prospects are just as risky but in opposite directions, the soulcaster is already in the posession of a dangerous powerful person but once taken will be kept hidden, the shardblade is already hidden but for it to save them would require it to be brought to the attention of potentially powerful dangerous people.
Stealing the soulcaster is obviously the less risky proposition, as it would not draw attention if done properly. The shardblade would draw attention regardless.
Also, they have a soulcaster that she plans to replace the stolen one with. The idea, was that Jashna would think her soulcaster had broken, fix it or find another stone to replace the broken one, and there would be no harm no foul.Or, failing that, that Shallan would be gone by the next time Jashna tried to use it anyway. From my understanding, the reason they can not fix their own family's soulcaster is because none of them have the knowledge to fix it, and are afraid to look to outside help because it would make them appear weak and vulnerable (and also because, I believe, their family has not et others know that the reason they have been as profitable as they have been was because they had a soulcaster).
They were never supposed to have a soulcaster in the first place, so yes, they couldn't get outside help getting it repaired. The people who apparently gave it to their father are also the ones who they suspect will kill them if they find out it's broken.
Because Shalan's Shardblade isn't a normal Shardblade. It's actually a living one with an active spren, instead of the Blades formed from the bodies of dead spren, so it can't be actually sold without Shallan breaking her link to Pattern (that and it actually vanishes instantly when someone other than Shallan tries to take it). In addition, not only does every Blade have a carefully-tracked lineage, but it can actually be considered treason for a Shardbearer to sell their Shards to someone outside of their country or princedom. So while Shardblades might be worth a kingdom to buy and sell, actually selling one is going to be extremely tricky, and definitely beyond the means of the Davar clan, none of whom are actually going to be all that savvy at selling something that valuable.
On top of that, Shallan was at that stage only able to function by repressing her memories of her mother's death, including the fact that she had the Blade in the first place.
And as a third point, none of the rest of her family knows she's got it.
Where is his spren?
Considering that we still know very little about how surgebinding in general works and its relation to the Honorspren, the answer is "Who knows?" He obviously doesn't have one near him, but for all we know he flat-out doesn't have one. Or he does have one, but it's still in the Shen lands, and somehow providing him with power despite the distance. That is definitely a question that could come up when he and Kaladin inevitably meet.
I believe there is a Word of God that Szeth's powers work on a different principle from regular Surgebinding.
The above comment is confirmed by Words of Radiance. Szeth has Surgebinding powers because he wields an Honorblade. He doesn't have a spren.
Although he presumably will in the next book, after being recruited into the Skybreaker order.
Assuming that the organization he got inducted into are actually Radiants and not just a group Nalan named after his old order of course. Though in any event, he still got Nightblood...
Honorblades work differently than Shardblades, because they were created directly by the Almighty, rather than what happened with the Radiant's Blades. The question is, why does Taln's Blade scream when Dalinar touches it after becoming a Radiant? It's not a dead spren.
That wasn't Taln's blade. If it had been, Dalinar would have gained full-fledged Surgebinding powers just from using it, like Szeth got from his Honorblade. Which means somebody (and by "somebody" I mean "almost certainly Hoid") swapped the Honorblade for a standard Shardblade before Dalinar got his hands on it.
Also, Dalinar's Blade screams at him after he bonds with the Stormfather, which is further evidence it is just a regular Shardblade.
Further update: There aren't enough clues in the book to figure out who it actually was.
The last Honorblade
When Szeth is talking with Taravangian, he mentions that the Shin have "the other seven" Honorblades. Adding Taln's and Szeth's own, that leaves nine accounted for. Where's the last one?
Perhaps one of the other Heralds collected theirs. Possibly Nin (we know he has a Blade of some type), but we don't know the precise circumstances of the Shin's custodianship, so he might have considered that illegal. Also note that the fact that Szeth knows about it despite being out of contact for who knows how long implies that it was a while ago. Maybe one of them was stolen way back after the Last Desolation, before the Shin got their hands on them?
Nin's Blade is actually from Nalthis, another world in the Cosmere.
Nin has two Blades—the one he gave to Szeth at the end (Nightblood) and the Shardblade he killed the shoemaker with, and tried to use on Lift before he was stopped.
It is very possible that Nin has his own Honorblade. During Lift's interlude he is shown drawing Stormlight but he has no spren, or at least no spren that Wyndle reacted to.
Lost Radiants disappeared
Where the hell did the Lost Radiants go after they abandoned their shards?
Heralds while dead
Where do (did?) the Heralds go between Desolations? We know it's a place bad enough to utterly break their spirits, but... what is it?
Short version: Hell. Long version: Braize, one of the three Shardworlds in the Roshar system (the other being Roshar and Ashyn). It's Odium's world, and probably doesn't have any actual people on it, though it might have Voidspren so that he doesn't have to personally torture the Heralds all the time. It seems that whatever the Oathpact was, it involved making concessions to Odium in the process, including getting tortured until they're resurrected.