You've said that Returned count as Cognitive shadows "stapled" back into their bodies, and that the Heralds are at least similar. Would I be right in assuming that Elantrians could be considered as Cognitive Shadows as well, or am I barking up the wrong tree?
Elantrians are something different. They don't actually "die" to be created.
Recognize that the term cognitive shadow is an in-cosmere theory, which I'm not going to comment on as the creator of the setting. The theory is this:
Investiture seeks sapience. It looks for someone to control it or, in some instances, spontaneously adopts personality.
A mind (cognitive aspect of a person) can become infused with Investiture. This acts a little like minerals with petrified wood, replacing the mind and personality with investiture.
When the actual person dies, this investiture imprint remains behind. A copy of the soul, but not the actual soul.
Others disagree with this, and think the soul itself persists. Still others reject the theory in its entirety.
... Kandra are almost literally stapled to their bodies with Hemalurgy - would they count as such, to the in-setting scholars?
No, they wouldn't. They are beings who have had their souls twisted by Hemalurgy--the soul never left, it's just been messed up. Someone else who has a soul stapled to a body with Hemalurgy would count though.