It might be a Malkier fortress but a lot depends on who far north into the blight it went. My impression was that Malier was not a huge country so too far north and it was not built by Lan's people.

There is nothing to say that the Shadow themselves built it some time ago. The Blight has been around for 3000 years. Ishamael has been released twice that we know about and he is a man who likes to plan ahead. Perhaps he simply ordered the place constructed during the Trollock Wars or when he was pulling the strings of Hawkwing.

There were dreadlords around for the Trollock Wars. We have seen that Asha'man can build a big wall in a matter of monts. If the dreadlords were given a contruction order by Ishamael 2000 years ago there would be plenty of time to build it and who would argue with the one and only forsaken on the loose at the time.

As for Grandal not knowing about it, most of the forsaken's attention has been taken up finding out what was happening to the south and among each other not doing surveys of what if anything is built in the blight.