I was also surprised at this. I initially thought that Demandred was going to be the one to lead the Blight down when the great war began, but he's pretty much excluded himself from doing this. He could have been controlling the Blight, but when he referred to his 'rule', it signalled that he was controlling a nation.

Shara isn't a bad option, because if he can command them, it will be a fearsome force. They have hundreds of female channelers and probably a huge army too. Still, I don't know how one of the Forsaken could ever get ANY nation to fight for the Shadow - and even if he amassed darkfriends, how big could his army really be? I find it difficult to believe that Demandred could amass more than a thousand darkfriends in the time that he had. Even if Demandred controls Murandy or the Borderlands, he can't possibly get those nations to fight for the Shadow IMO.

I was sure that Demandred was nomadic and actually planned to control the armies of the Shadow i.e. the billions of Shadowspawn. Now it seems like Moridin has pulled rank as the Nae'blis and is doing it himself. Still, Demandred doesn't seem upset by this, and it seems that he's been ruling a nation for as long as Sammael/Rahvin/Be'lal did. The question is where, and for that I don't think there's a good answer, and we'll have to wait.