Wizard

The second one is almost certainly the Nightwatcher. No clue on the third.

My understanding is that Stormlight was always intended to be the big crossover series. That's why the worldhoppers tend to be more noticeable than they usually are in other Cosmere books.

Wit's reaction to missing Sadeas' death.

If the first letter was from a known shard, then process of elimination means that it has to be Edgli/Endowment (still alive, only Shard on the world). If the second letter was from a known shard, then by PoE it has to be Bavadin/Autonomy (still alive, only Shard, expansionist). The third letter has to be from Sazed, unless there are other people out there with more than one Shard. Brandon has been pretty clear that Sazed is the only being Odium fears because he holds two Shards. Then again, he has played with us before...