So...let's guess at the final fate of our Lord and Prophet.
Do you think he is hanging from the statues hip in the other head? Dead and being tortured on the outside? Dead and become a Ciphrang? Dead and become Ajokli? Alive and it was a body double that got salted? Actually inside of the No-God?
Let's hear it!
For myself, I think he is, himself, the Head On A Pole. His spirit is tortured in the Outside, but his head is on the statue's belt, and he is not dead, so the Hundred cannot truly torture him. I think those scenes were flash forwards to this time.
Well, at the end, it seems like Ajokli is looking for Kellhus' soul and certainly seems to be feeling cheated.
So, yeah, I do think that Kellhus' soul is
somewhere. Now, perhaps it is in his own head, because when "Kellhus'" head erupts into a gout of flame, I have my doubts that was his own. There is little doubt in my mind that the head-on-a-pole is/was Kellhus own. Indeed, this could be another way in which Kellhus avoids the fate of those who would usually visit the Outside. He actually was a Ciphrang already, so not "vulnerable" to them in the way other mortals would be.
Interesting to think about that part in light of TUC, as the line, "The living shall not haunt the dead" could simply be foreshadowing that Kellhus, 'haunting the dead' in that scene, will, at some point, not be living. Which we now know why.