There are quite a few hints ahead of time that Wax became a Mistborn in the explosion. From sometimes seeing metal lines even when not burning steel (because he's burning trace amounts of iron) and Pulling a falling vial to hand, unusual vigor, seeing a ship leaving port at night through the mists, shrugging off Ironeyes' Rioting, etc.
"Moonlight" is Shai from The Emperor's Soul—who was stealing the Moon Scepter, a part of the Rose Empire's imperial regalia.
Word of God indicates that the Scepter can also, unbeknownst to the Rose Empire or Shai herself at the time, be used as a 'Rosetta Stone' to translate the various glyph-based magics of Sel between each other. And what does Shai do in the finale? She uses Forgery turns herself into an Elantrian, and even manages to jury-rig the Dor by creating a map of the Basin. Most likely she got the Scepter back from Hoid at some point and studied it for a while.
In the prologue, we find out that Wayne was raised by his single mother, a poor woman who had to work at the mine to make ends meet, and who always made sure to spend time with Wayne and encourage his creativity, despite some of his quirks causing problems. She died in a mine collapse; Wayne notes a few times that he wouldn't have become a thief and a murderer if she had lived. In the epilogue, Allriandre is a single mother who is working at the mine to make ends meet, and makes sure to play with her daughter and encourage her creativity. Wayne leaves her his entire fortune, therefore unknowingly bringing everything full circle and essentially saving the next generation of people just like himself and his family.
Fridge Horror
The mention of a number of Rosharan things and people (Wayne acquires chouta, lots of redheads, Melaan helping refugees implied to be Horneaters) suggests that something terrible happened on Roshar and Scadrial is taking in refugees. Even in the best case scenario, when nothing worse than what we've already seen has actually happened on Roshar yet, it's still indicative of how bad the conflict is getting that people are willing to run to another planet.
Given Mistborn Era 2 is set in a ten year Time Skip between Stormlight books 5 & 6, it does not bode well for the finale of Stormlight Arc 1.
