In a sense, Kellhus might be some sort of meta white-luck warrior for Ajokli, navigating through time-lines invisible to Eternity. Kellhus did say "some have always smelled your absence" to the Consult.
I think If there Divine they are from the God of Gods, or whatever looks out through the JE. Sorweel, and the other WLW never had haloes, so I don't see the connection there.
Mimara's are silver and we
know that she is oh so holy. Kellhus's and Inri Sejenus both had gold haloes. Could it be the belief of the people? That the God approves of their divinity? I don't know. But, Kellhus never claimed divinity, in fact, throughout PoN he goes through pains to let it be known he is not divine.