They are actually living together! I really can't buy that any of the Forsaken would want to have one of their rivals around all the time. It's even implied that Aran'gar's presence is a bit annyoing for Graendal. And as it is seen, when the palace is actually attacked, they don't immediately form a link to defend themselves, but Graendal gets rid of Aran'gar.

Besides that, it still doesn't explain where Aran'gar & Delana (Delana's servant Miesa was probably killed off-screen) stayed for at least one week after her flight and before they moved into Graendal's lair. After all they left with all their stuff. Aran'gar must have had an idea where she could go.

This sharing of one power base also doesn't fit with RJ's description of the Forsaken, that any of them wanted their individual lair:
"They carved out power bases of their own choosing based on various criteria, one of which I will reveal. (Others are definitely RAFO!) For the most part, Ishamael excepted, they set out to create worldly power for themselves using the methods they favored in the Age of Legends. That is, Moghedien worked from the shadows using subversion, Sammael, Be'lal and Rahvin attempted to seize control of national governments and so on. The theory behind this was that once the Dark One broke free, those with the largest worldly power bases would be rewarded most."

Or his explanation why the Forsaken lost at the Cleansing: "By the by, Rand and his companions very likely would have been killed or captured if the Forsaken were not who they are, if they had been willing to form links and coordinate their attacks. But they suffer from a combination of arrogance toward the "ignorant peasants" of the current Age and distrust of one another. Forming a link is all very well, but who leads? Which of them would be willing to give up control over their own ability and put it completely under the control of another of them? Who are you willing to let get behind your back in a fight? Moghedien? Semirhage? I didn't think so."

It's also not clear why the DO or Moridin didn't give their "dagger" a new task, after Aran'gar failed with Egwene.

I think the scene would definitely make somewhat more sense - as it was also suggested before ToM - if Aran'gar and Graendal by chance just had a meeting in the palace at the time when Rand arrived there (like we saw e.g. Sammael meeting Graendal in her palace). Of course, that probably wouldn't really work with having Delana there to perform Compulsion instead of the master of Compulsion, Graendal, or the other parts of the convulted twist to assure that Graendal outsmarts Rand..