I was thinking of something pretty simple. Malkier is de jure, but creation conditions (Malkieri culture) prevent e_shadow from forming the kingdom. They occupy it and can eventually make it de jure part of the Shadow as an Empire, but can't erase de jure Malkier (IE it can always be reclaimed by the Light at any time). The issue with this is that the Malkier people won't live forever; if Lan dies, the line of kings is gone and it's not coming back. He should be fairly likely to marry Nynaeve, but if she dies before they're married or before he has children we all know Lan's not going to marry again. If the line of kings is broken before Malkier is retaken, upon being reclaimed (however it is that mechanic works) the Kingdom should be granted to a random noble house of a different Borderlands culture (probably Shienar). From there we can have event support that gradually changes the culture of Shienar-Malkier to pure Malkieri culture again (akin to the Norman->English events in vanilla), but with that Shienaran house occupying the throne.