They definitely all went into Shadar Logoth together (including Nynaeve and Thom) in the book. That was where they all got separated, so the show mostly preserved that. And yeah, they showed a close-up of the heron on the blade when Tam first draws it but it hasn't been shown or mentioned since.
I don't mind most of the changes and additions, but I do think giving Perrin a wife for the sole purpose of killing her off was dumb.