In general I think it's important to remember that, so far as we know, up until Moenghus left Ishual, the Consult probably thought their skinspies were rock solid. Why not? It seems like the Dunyain's ability to identify a skinspy is more a side-effect of their training to read human faces, rather than needing any practice at doing it. Kellhus noticed it instantly, though of course he didn't know the cause.
Another thing to note is that we don't actually know how long the Consult has had them, but only that their numbers are dwindling. Could earlier historical figures actually have been skinspies? Perhaps Anaxophus, which is why he mimicked the No-God's voice along with the Sranc? Who knows. Regardless, I think the remaining skinspies are very strategically placed in a way that makes them valuable, but unlikely to be killed and/or revealed. It's why they don't make skinspy out of say, Xerius or Conphas, but do so with Istriya. And, of course, why wouldn't the Consult put their (perhaps only) ensouled-spy within the Mandate? The Mandate is only bullshit to the ignorant masses -- to the Consult, they're the only enemy they have that's actually aware of them (aside from perhaps the Nonmen).