So Zovaal plucked a blue crystal from his soul vault and socketed kingsmourne with it. Then used it to possess Anduin in a meat puppet suit.
Now at the end of the SOD raid, Zovaal also gets Sylv’s soul from the same soul chamber that looks exactly the crystal used for kingsmourne. We know that crystal contained her soul portion in it.
This pretty much confirms that Zovaal is using arthas’ spirit to control Anduin right? That would explain why Anduin’s hair turned grey, unless domination magic has that effect on blondes…, and would explain why Uther did a double take in Bastion and touched his frostmourne inflicted scar when Anduin walked past him.