I'm thinking that the Zeumi Prince is only there all along so he can see that Kellhus was right and that the Consult are not only real but are pretty bad dudes. I definitely think that whatever happens, the Prince will be leading Zeum against the Consult in the coming wars against the Consult after the No-God comes back. It's my pet theory that that's what TWSNBN is going to be if the series doesn't end with rocks falling and everyone dying. I'd be happy with that ending too, really.
When I first read the series, I thought for the longest time that the No-God was simply a bomb and the Consult were just morons that worshipped it as a god like those nutters in one of the Planet of the Apes movies. I thought the whole thing about creating the NG and whatnot and descriptions of his carapace were just creative ways of saying they were researching some kind of bomb and the womb-plague that made everyone infertile was simply some byproduct of it like radiation. Funnily enough, I thought the stuff at the Battleplain was the result of Seswatha accidentally detonating the No-God and releasing magical fallout everywhere. It seems really funny now but that was my first impression all those years ago

My personal nerdanel for the end of the series is that Kellhus is not trying to become the NG at all despite what so many people seem to think but the opposite. I've figured souls work kind of like souls do in the Warhammer universe (if you pledge your soul to X god, it becomes part of X god, making it stronger) and that Kellhus is trying to do what the Emperor did and convince loads of people to worship him as a god and dedicate their souls to him. By feeding on those souls, he can gain power in the outside and become a god himself and then enact TTT through the hearts and minds of all people. Everyone will worship him as a god when he dies (probably at the end of the series), with the Zeumi prince going home to spread the good word of the Aspect Emperor's heroic sacrifice for all humanity. Everyone worships him, he gets to not only not be damned but to feast on everyone's soul and blot out all the other gods so only he remains. By pledging their souls to him, sorcerers escape eternal damnation...meaning what he said is kind of true and he is a prophet. A prophet of himself.