Ah.. totally wild guess here. We know that shards can create avatars of theirs and send them to other worlds. We don't know much more than that, AFAIK. We also know that Harmony is getting interested in the rest of the Cosmere - he's corresponding with Hoid, after all. So, could this be an avatar of his? His vessel was bald and pale, after all. And, being a shard, he would be somewhat insensible to time and possibly not needing to eat and drink and that other thing which happens after eating and drinking.
And the notes? After all, we don't know how Hoid and Harmony are corresponding. Maybe they have a dead drop in Lasting Integrity.