Regarding what the Path of Daggers... In the fourth book, not sure exactly where.... the Seanchan Captain mentions the road leading to the Empress's Palace as the Path of daggers. I believe that this is the only reference to the path of daggers. And with CoSw ending with Matt being caught in an attack by the Seanchan and with Matt being supposed to marry the Daughter of the Nine Moons (Seanchan Empress).. it all leads up very nicely to the eigth book.