I'm going to reiterate what Chaos said regarding the number of Shards on Sel (planet that Elantris is set on). Read tWoK, it changes a lot of what was previously thought. The current theory is two Shards, with three at one point. No specifics, just numbers. It's not really a spoiler for either book, seeing as it's less than halfway through tWoK and not mentioned in Elantris at all. I'm going to shut up now...
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I'd like to see a clarification on this. I mean, it's pretty clear from tWoK that there would have to have been two shards on Sel at some point---Odium, and at least one other (the Dor *really* doesn't sound like Odium's magic, and anyway, Odium's visit was brief, although what "brief" means for a shard is a good question.). But why would there be a third?
The fact that the epigraph author mentions two entities that Odium killed: Aona and Skai. Also, there's the word "skaze", appearing once in Elantris, which I imagine is related to Skai.
Thus, we have two Shards on Sel (Aona and Skai), and Odium was there for a brief time.
I think the theory is that you have the Dor, Jaddeth, and Odium.
I'm unsure about Jaddeth, though. We really don't see any indication of whether or not the religion is true.
Or better yet, that Jaddeth is really Odium, or at the very least that Odium inspired the Derethi religion. Given the emphasis on war, that could work.
I would note that Wyrn almost certainly has a direct line to a shard, somehow, and not a nice one, either. He's able to tell the future to some extent. Given what we've seen of the cosmere, that just screams "A shard is involved somehow."
I believe that Wyrn, Dahkor, and Jaddeth are related to Skai. Here's evidence:
Dilaf laughed, tapping Raoden on the side of the face with the tip of his sword. "The Skaze are right, then. Elantrians are not indestructible."
Direct evidence Skai is related to the Fjordell powers, as Skai->Skaze is too close to be ignored.
Therefore, I believe that the burden of proof is on others if you want to say Odium is related to Jaddeth