Winterdawn Lightheart
Aes Sedai
According to the magnificent Coppermind Wiki page on the Heralds:
So they're the source of the Death Rattles that Taravangian is so obsessed with. The "unknown place" they're trapped in could potentially be another world, but I think they'd be too distracted by experiencing Rosharan deaths to function much as a character in another book. Then again, the nine who abandoned the Oathpact, perhaps they either already knew or learned how to worldhop and ran away from Roshar to elsewhere.
The appearance of the Heralds is known to announce the coming of a Desolation. Between Desolations, the Heralds are trapped in an unknown place, apparently being tortured and/or fighting to keep the next from coming. If a Herald dies during a Desolation, they are sent back to this place, and if they survive, they are also supposed to go back.
The term Herald refers to the method by which they foretell the Desolations: by speaking through the dying people of Roshar. This perpetual experience of death is also part of what makes the period between Desolations so torturous for them.
So they're the source of the Death Rattles that Taravangian is so obsessed with. The "unknown place" they're trapped in could potentially be another world, but I think they'd be too distracted by experiencing Rosharan deaths to function much as a character in another book. Then again, the nine who abandoned the Oathpact, perhaps they either already knew or learned how to worldhop and ran away from Roshar to elsewhere.