It’s actually a reference to Kelsier seeing the Skaa hovels at the beginning of TFE.
But it’s pretty clear this is Kelsier:
At the end of the last Wax and Wayne book, which I love, that statue that they though was the Lord Ruler. It was Kelsier.
That was Kelsier.
Ok. I thought so, because the way the other thing ended with the eye, the eye thing was throwing me off and then I went and grabbed the secret thing and I was like "No that can't..."
That is Kelsier.
And will we find out more in the next Wax and Wayne book or do we need to wait and find out more later?
You will find out more in the Wax and Wayne book, really that that's going on there is foreshadowing for era 3, and for future Secret History stories if I do them. So the Wax and Wayne books are not about the return of Kelsier, but the return of Kelsier is very important for later things in the series.
Then there’s this, about the spike:
In Bands of Mourning, we learned that the Sovereign, who they confused as being the Lord Ruler, came after the Catacendre. [He] was their god, was their king and god. And then Kelsier looking for a string. Is the spike somehow connecting Kelsier's soul to Spook's body.
No, good question. It is connecting his soul with his body, his current body, but it is not Spook's body. That's a great theory.
So these two make it pretty clear that the Sovereign is Kelsier. Unless Brandon is straight up lying, that is.