The words of the prophesy, which should probably be noted:
"One of my seed will return at the end of the world" - Celmomas referring to the vision we finally see in TUC
and:
"No Seswatha, that burden, they say, is yours" - Celmomas tells Seswatha that the end of the world is when Seswatha dies.
So your two questions:
1) Who?
In TUC we see that its literally Kellhus that is being shown to Celmomas. Not sure what further room for interpretation there is.
Also note that whoever it is is simply the harbinger - the sign that the world will end soon - not the literal end. From there, imo, its fairly inconsequential which Anasurimbor is the harbinger. If you want it to be Crab-Hand, or Moenghus Sr., or anyone in-between/before/after, it doesn't really matter.
The prophesy foretells
of the end of the world (ie Anasurimbor will return), and it also says
when (When Seswatha dies). Of those two clauses, the Anasurimbor returning seems largely inconsequential to me.
2) So who did truly give the Prophecy to Celmomas?
IMO, I think its Ajokli.
Probably interesting to note that much of the confusion might be coming from the fact that until that scene where we saw the god in TUC, Bakker hadn't decided who it was. I say that not to use Bakker as supporting evidence either way, but to point out that there are references in the text for it being either Gilgaol or Ajokli throughout. Sound arguments can be made for either case.
It being Ajokli fits better into my overall view of the narrative, so unless I overturn most everything in my head regarding the story, I'll be sticking with that

.
As for Nau-Cayuti's soul - I tend to think that Celmomas was dying rapidly of bloodloss and likely going into shock and/or in extreme pain. A grieving father on his deathbed. I don't think the Gods showed him anything regarding Nau.