In the books set entirely in Valdemar, the Tayledras and Shin'a'in are Mary Sue-ish, in the way of "the mysterious outsiders who know things we don't" -- but their own flaws (sometimes glaring ones) are definitely more highlighted in the scenes that take place in the Pelagirs and the Dhorisha Plains.

I still think that the ultimate Mary Sue in Lackey's books is Kerowyn (post-By The Sword).