Well the issue with atium would be solved if we assume Marsh gave him a tiny amount, enough to block that one shot, but that raises the question of how Marsh figured out he was an atium misting in the first place, I doubt Sazed would approve of that kind of thing and give him that information, I suppose he could have done what the ministry did and slipped a trace of atium into a drink to see if he could burn it, but why would he think to test such a longshot possibility?