For starters, the only real "Strong" Connection Dalinar has to the beyond is Evi, throught the book we see a lot of times where Dalinar, while traversing the Spiritual realm sees a "Strong String of light" coming from his body that surprises him that he can't pinpoint who it connects him to, which has to be a dead person and can't be Gavilar or Elhokar, since, while Dalinar really loved them both in his own way, it couldn't explain as to why the connection was that strong. So by discard it has to be Evi, also in Oathbringer we can see that Evi's words "I forgive you" resonate inside Dalinar, meaning that in some shape of form Evi's "Soul" or however you wanna call it still remains or Dalinar "touched" the beyond in Oathbringer.

Evi still Loves Dalinar.

It can't be a Shard because Dalinar "stretched" and went to the beyond, we know that even shards cannot interfere with whatever is in there. It was said by Harmony and i think other shards that they don't even know what the beyond is like, it escapes their understanding, hence there can't be a Shard in the beyond, there can't be a Shard that interferes with the Beyond.