The Celmomian Prophecy (Hmmm what a strange coincidence that it involves Kelmomas' name sake, remember the different spelling is just due to transliteration) says that "An Anasurimbor will return at the End of the World". However, as is pointed out by Esmenet in the Warrior Prophet when Achamian first tells her of Kellhus...if Kellhus truly is an Anasurimbor, then there has always been an Anasurimbor in the world. That's not a return of any kind.
So I'd have to disagree with the contention that Kellhus' appearance is made irrelevant by Moenghus. Kellhus came into the crusade for Shimeh using his original name and telling everyone he was a prince. Moenghus by contrast seems to have made little to no impression as an Anasûrimbor.
Also Kellhus has been much more prepared as well as having had the holy war set up for his benefit (he walked a large tract of 'prepared ground' toward Shimeh), and this confluence of events suggests to me that he is the harbinger of the Kelmomian prophecy.
And maybe the Dunyain are merely the keepers of that prophecy, a group which conditioned itself specifically to produce Kellhus Anasûrimbor and the circumstances of his Ordeal.