The other option is to accept that the Mutilated based their strategy on the Celmomman prophecy showing Kellhus as the Harbinger. Which seems pretty dumb tbh, seeing as Kelmomas isn't in it.
Well, Kelmomas would be in it, no? Isn't the entire Celmoman prophecy just that an Anasurimbor would return at the end of the world? And Kelmomas is an Anasurimbor. I think they legit believed Kellhus was the No-God, but were willing to accept the idea that Kelmomas might be as a sort of backup. And given his 'I told you they can't see me' line, that'd be a good piece of information to go off of.
I think it kind of went that the Mutilated assumed it was Kellhus based off the prophecy and bloodline. But then when they managed to capture Kellhus and heard his claims about being blind to the gods, figured they might as well try to see if Kellhus would work, but would use Kelmomas all the same if not.
I had the feeling for a long time that Nau Cayuti was meant to be the subject that would be the No-God, but I always thought something unique about his torment related it (so I had a crack-pot theory Kellhus was working with the Consult to torment all the Ordealsmen to recreate that to make a No-God). Anyway! Really have to wonder what about Nau Cayuti that would make him so special. I might need to reread his dream scenes.