One of the guards loosed his crossbow, and the bolt took Shallan/Nananav right in the head.

Bother.

Her vision went dark for a moment, and she had a flash of panic remembering her stabbing in the palace. Buy why should she care if actual painspren joined the illusory ones around her? She righted herself and looked back towards the soldiers, her face melting, the crossbow bolt sticking from her temple.

The guards ran.

...

She blacked out entirely when Vathah pulled it free. She came to a short time later, slumped in front of the seat of the wagon. When she brushed the side of her head with her fingers, she found no hole.

Oathbringer, p. 715-716