He definitely has plans for Zeum, and it seem implausible that Fanayal is running around unchecked and forgotten by Kellhus. Just like Akka in his tower, everything has its purpose - probably.
The skin spy may have just been the first the Consult used in the Three Seas. It seems unlikely that the Consult have spies on the Nonmen and all the Three Seas, but neglected to infiltrate Zeum.
As you said, H, there was a point of showing them to us, and clearly Kellhus has plans for Zeum - though that path is unclear to me.