It all depends on the greater Cosmere timeline of when the events of Alloy of Law occur relative to The True Desolation and when Paalm/Lessie is directed to be Wax's bodyguard. Readers also lack the timeframe of reference when Hoid and Harmony's correspondences of the Stormlight novels' epigraphs occur.
Based on the opening of Harmony's response in Part 2's epigraphs:
"Dear Wanderer,
I did receive your latest communication. Please forgive formality on my part,
as we have not met in person. I feel new to this role,
despite my years holding it.
You will admit to my relative youth, I think."
They could have been talking anywhere between a few years after Scardrial's events of the Final Ascension to years before Wax was born. But it is clear Harmony has only begun searching for a champion. Whether Wax is the champion would be answered in the next and final Mistborn Era 2 novel. It's still slated for Fall 2021 but that's based on last year's State of the Sanderson. Sanderson appears to be pumping out Skyward 3 before jumping into Mistborn though based on his website's progress bar.
Edit: Was listening to a podcast discussing the epigraph. Hoid continues to operate in the shadows and out of Harmony's vision. In Shadows of Self, Hoid is driving the carriage when Wax is talking to Harmony. Obviously Harmony couldn't talk to Hoid (no hermalugic spike) nor was aware of his presence. You would think a highly invested being would shine like a candle. And it couldn't be a coppercloud since that would tip Harmony off.