I feel like I need to put a disclaimer here. I've never read the other mistborn novels. I'm not really into fanatasy all that much, ocassionally, sure, but not alot. I am a fan of the steampunk aestetic, and thats what drew me to alloy of law. And Alloy of Law led me to Shadows of self.
As such, I have a few questions of responces. First, who is Sazed? Second, what shards? Third, Shards of what?
Those out of the way, Harmony could have admitted to wax what he'd done. He could have spoken to wax from the earing he gave him on his way out to the ruffs to come back to the city. he could have had the kandra (hope I spelled that right) show up again, and tell him to get his butt back to the city. It seems like any other responce would have been less damaging then forcing Wax to shoot lessie a second time, and only then tell him "oh, by the way, I put her into your life to protect you and love you, then took her away from you.".
After that, I think I'd sell off my guns and duster clothes, hang up the law enforcment for good. Anyone else?