I think the role of Kellhus going forward will be minimal in quantity, but profound in consequence. By the time of TUC, Kellhus possesses such power and knowledge of the World that literally the only thing that can stop him is literally the No-God (and in my view Ajokli was just as blindsided as Kellhus, though IMO when mortals become the Vessel for a God it's not that the deity is really even "overtaking" the mortal per se, but that the mortal's intent is in unison with deity in question).
And the phrase "Dead but no done" is something I can't help but take rather seriously in a series where death is not, in fact, the end. This is bolstered even further by the confirmation that Kellhus ISN'T in the Outside, since the only option is that he now remains in the World somehow (we can rule out Oblivion for the moment, since then Kellhus would be well and truly "done").