Im glad somebody brought up Sazed. It makes sense that he would have at least spoken to Marsh, he did the same for Vin and Elend. The real question is could he survive long enough to get underground. My guess is that he could. With his combination of allomantic and feruchemical powers, speed, strength, healing, I think he could have gotten a fair distance between the time that he killed Elend and the world burned. It makes sense that Sazed would have healed him, or at least done something to him. He healed Demoux, Spook, probably others too. I doubt that the only remaining inquisitor would escape his notice.