Asmodean clearly knew his killer, and was not expecting to see them. This rules out people like Fain and Slayer. Clearly having just arrived in Caemlyn, he would not expect one of the Foresaken to be there and would also have be unhappy to see them. If we rule out those who were dead, captured, or have shown in their PoV they don't know he is dead that leaves Graendal, Sammael, Messana and Lanfear. Mesaana has told Semihirge that she doesn't know - and had no reason to lie, similarly if Sammael doesn't know he wouldn't force Graendal to tell him Asmodean was dead. If Cyndane is indeed Lanfear as I beleive, Asmodean would not have recognised her, plus I don't beleive Lanfear would have remained in the background if she was alive. This leaves Graendal, wh had a meeting with Rhavin so was in the location. We also know from Path of Daggers that she visited Illian after Rand took over, so there is no reason why she would have fled Caemlyn immiediatly. If Asmodean accidently came across her, she would have panicked - not knowing he was shielded and killed him - in a similar way to which she dropped nets of compulsion on Cyndane and Moghedien in Path of Daggers. If she didn't use to much of the power, there is no reason why anyone should have felt this.