Here's the quote from Elantris-
The water held Raoden in a cool embrace. It was alive, he could hear it calling in his mind. Come, it said, I give you release. It was a comforting parent.It wanted to take away his pain and sorrows, just as his mother had once done.
Come, it pled You can finally give up.
No, Raoden thought. Not yet.
I am pretty sure that the Pool is a shard, I just don't think it is connected with the Dor. There is very little passive about Dor.
About Endowment. I think that the reason that it took so long for the first Returned is because it takes a long time to learn how to make Returned (which is why Sazed wasn't able to revive Vin and Elend).
About the realms. I think that Shards have a physical, cognitive, and the spiritual. The physical is the pool, or mists, or colored smoke. It ties them to a world. The cognitive is the intellect behind the shard (Vin, Leras, Ati, Sazed, etc.) I think that the spiritual is the power of creation powering them (I seem to remember Brandon using Power of Creation in explaining how allomancy works).
But these things can fail. For instance, when Vin and Ati fell, it was only the cognitive force behind the Shards that fell, which is why Sazed was able to embrace the 'smoke', and become the Cognitive force for the Spiritual and Physical forces.
I think what happened in Elantris is that the Dor-Shard fell (maybe by making humanity?), but there was no one to become the new Cognitive force. So the Physical stayed (all of Opelon maybe?), and so did the Spiritual (the Dor).
But all of these are guesses at guesses.