I wonder if the Mutilated are like Shae's horcruxes. He split his soul between them making him harder to kill, and at the same time put them under Compulsion which, if memory serves, means that the subject of the Compulsion cannot tell the difference between his own thoughts and the things he is Compelled to do/say. So the Mutilated would believe that they had taken the Consult over, when actually it's the opposite, and they are there to sustain Shae until NG shuts the world...