I think Karigan is going to end up in the tombs but in the same tomb that she napped in in book three, that of Sacoridia's future Queen. There had to be some sort of foreshadowing going on when she was found there to begin with, not sure yet why it would be sealed, unless to keep people from "taking naps" again. Karigan's letters will go out to those they were addressed to, why else would they have had an enitre chapter devoted to Karigan writing them?
Zachary has already shown that he has forgiven Estora her part in the deathbed marriage because she was caught up as a victim, he stated this plainly when he had just punished all others that were involved. I also think that Zachary will take no action to break the marriage contract because he knows what the consequences to the realm would be if he did, not to mention that he was contracted to marry Estora anyway and had, at least in the most broad of terms, resigned himself to the contract marriage. I think that while Zachary would rather be doing anything else but governing the country, he realizes that he is a major asset to all and would never trust the job to someone else, especially after what Amilliton tried.
Alton and maybe a few other riders, contrary to what everyone else thinks, will know or suspect that Karigan isn't dead because of the connection between Horse and Rider. I really don't see Zachary taking off on a wild goose chase searching for Karigan, no matter how much he would like to, it's too out of character and too cavalier of a move for a King to make especially after being wounded. It's more likely that she will turn up at some auspicious moment.
Yates stated that he felt Karigan had injured Mornhavon but that was all, so we can surmise that Mornhavon will turn up again.
On a more personal note, I hate the fact that Yates died, it's too bad Mornhavon didn't just show up and take control of Ard and it would have ended just as smoothly. Ard could have battled along with everyone else against the sleepers, when they were subdued and everyone felt a little safer Ard could have showed his hand. Mornhavon could have come sweeping in, taking Ard off balance and causing him to miss Karigan with his arrow and then been inhabited by Mornhavon. It would have nicely killed off an enemy thought to be a friend, revealed th conspiracy to kill Karigan, and served the same purpose of injuring Mornhavon without killing off a good character and someone I have really enjoyed throughout the books.
Now that I'm done rewriting that part of the book, haha, I will continue.
The weapons are an important mystery to the books otherwise they wouldn't be pulled into the story so much. I have the impression that Karigan will eventually become a weapon somehow by the end of the series or that they know something about her history that she has yet to learn and they want to ensure her loyalty to Sacoridia. They are way too interested in her for it not to be a major part of the series later on.
I got the impression in book three that Amberhill and Estora kinda had a thing, and she was a little too disappointed that he was leaving Sacor City. I believe he will show back up to sweep her off her feet. That would leave a nice opening for Karigan and Zachary. I'm not sure how KB would pull it off, but it would be nice. Estora could also have the child she envisioned, with Zachary but then die after the strains of childbirth, that would also leave an opening for Karigan and the King. The country would have an heir, and it's not like Karigan want to be with Zachary for the title or for her children to be royalty, they just want to be together.
That leads to another train of thought. Technically, Karigan is a direct descendant, on her father's side, of Mornhavon's right hand man, who was granted nobility in Arcosia, in a sense making Karigan foreign nobility in Sacoridia. Marriages between other contries happen all of the time, so why not? If that isn't enough, Karigan's mother's side of the family is steeped in plenty of it's own mystery, and the women, that we know of, were magically gifted. Could there be Eletian blood in there somewhere for Kariny and Karigan to be Laurelyn-blessed?
I think the vision Zachary and Karigan shared in the looking mask is referring to a battle in the future, probably against Mornhavon and Second Empire. Also, don't forget that Karigan had a vision in book one of Zachary telling her that he loved her and begged her not to go on some mission that is apparently suicidal. We haven't caught up to that vision yet, therefore we can determine that the King and Karigan become aware of each other's feelings. While some may argue that the vision could have changed because of choices the characters made, I don't think that is the case here.
We also know that in book two the First Rider and her King were in love and having a child together, it might not be so far fetched that Karigan and Zachary end up together. I think KB threw that out there to say that nobility isn't everything and that the reader should keep an open mind.