I'm really fond of Sha Ya and I wish there'd been a bit less of a definite ending to her in canon to allow for the possibility of bringing her back.

If one really wanted to, one could say that maybe Ye Zun spit her back out because her hair was tickling him, and only kept the guitar in...

I thought maybe they took Zhao Yunlan to her because they wondered if something was wrong neurologically, having checked out various other options.

That does make sense to me, though I think my general impression was that her speciality is a little... free-floating in the Guardianverse.

Everyone else is all DOOOOOOOM and he's like haha, kick me if you can find me.

That's a great point and probably really what Zhao Yunlan wants, given all his own Aggressive Okayness.