I don't think Era 1.5 is Cosmerically important enough to warrant off-world travel being central to the plot. That said, there's the strong implication that Trell is an off-world shard holder, so it's very possible I'm wrong. That said, I just don't see it yet.
Regarding, Southern Scadrial, why wouldn't the know about the Lord Ruler. Surely they did some contact with the Final Empire, even if it was just trade. The shrine could easily be have made by Lord Ruler loyalists fleeing after he fell. The metal is a more interesting question. Like you said, they could have just been following tradition, but it suggests more knowledge than the average citizen. Though, I don't think it was to hide from Harmony. Ruin couldn't change anything written in metal, but he could read it, I think.