Stormlight Archive and Mistborn take place on different planets in the same universe. Some characters, such as Hoid/Wit, can “hop”from planet to planet by traveling through the Cognitive Realm, which is a parallel dimension where space works differently. That’s where the Spren come from, where Shallan and Adolin spent most of Rhythm of War. That’s the basic description, I’m now going to go into a big part of the backstory in a reply to myself. Feel free to stop here if you don’t want more info.