I've had a thought for a while now that the Heralds are in some way connected to the Unmade, but now I've thought it out a bit more, I think I've put it together.
Ten Heralds formed the Oathpact, where the Voidbringers could only return once one of them cracked and broke their oath. We have Word of Stormfather that nine of them broke.
I think that, when Odium broke each of the Heralds, he took something from them, he 'unmade' them, and that made it easier to break them in the future. T