Gilgaol is very likely aligned with Yatwer, there are quite a few references to this through TJE and WLW.
Ajokli is also referenced many times and is clearly up to something, as is (to a much lesser extent) Anagke.
Ajokli is the prime candidate (in my mind) to be on the side of Kellhus, as he is bellicose and rewards thievery and assassination - Kellhus is a star in those fields.