...
On Halos, Bakker explicitly denied us questions about halos at Zaudunyanicon... assuming this means they don't manifest because of Ajokli.
Interesting.
So simple question but I presume the answer is not. Where do these halos come from?
Is it some kind of magic? Illusion magic to give him extra charisma?
En mass hallucination by the masses?
Kellhus levelled up to Super Saiyan and his golden aura manifests in the physical universe?

Does it really it matter in the greater scheme?
But the idea that Kellhus behaved like a prophet - god - saint and he got the markings to prove it (like in the Wheel of Time when Rand receives his dragon tatoos if my memory serves me) is too seductive to simply let it go.
So was it Kellhus manipulating people to see these "divine" manifestations?
I can live with the idea that Kellhus did not know from the start that Ajokli was messing with his head and that maybe he thought he was communicating with the No-God.
Also going off a tangent, at some point Kellhus says that his thousand-fold thought fails him and all he perceives is darkness. Is it because of the effect of Ajokli taking him over and / or because a divine being is beyond the mundane the circuit of causation?
The blind spot to his immense mental faculty being a divine agent which is not subject to the rule that what comes before determines what comes after.
That would fit with the theme raised by other posters that this is a story about limits, blind spots and great powers being undone by things which they couldn't perceive, that is the unknown unknowns.

(smiley is for my allusion to Donald Rumsfield while discussing Kellhus and Ajokli )