The Bands being made by Kelsier rather than the Lord Ruler is foreshadowed as early as the 4th chapter. After all, why would a hidden temple allegedly storing the bracers of the Lord Ruler have murals that contained spears as central and important imagery? For that matter, why would a statue of the Lord Ruler be holding a spear, when 1) that image didn't become iconic until after his death, and 2) even when it was, it was linked to either Vin or Kelsier? And whose religion is very heavy on spear iconography?
Look at the murals again. The power is symbolized by someone wearing the bands lifting a hovering, glowing spear. While it can be taken for someone wearing the bands gaining the spear, it implies that the spear is a symbol of the power. Or it can mean that someone who takes the bands missed the real power in the spear.
In Well of Ascension, TLR's atium bracers were sold rather than consumed, which is probably where the rumors got started.
Compare the temple to the caches TLR set up. While all of his caches were inside of 'temples', they were mostly administrative buildings and so could be overlooked; even the atium's resting place doubled as the kandra homeland. Kelsier's temple has no other apparent purpose. TLR made the caches difficult to enter, but safe and filled with supplies. Kelsier filled his temple with nothing but death traps. TLR explicitly told the Obligators that revealing the caches would invoke his wrath. Kelsier let his priests spread the story. TLR hid his atium cache with a Linked List Clue Methodology that required visiting five cities (Word of God is that there was a hint in the last city, but Vin didn't catch it). Kelsier's favorite saying is "There's always another secret," which usually referred to searching harder in the same place. On a non-temple related note, Allik claims that the Sovereign was fond of testing his subjects. TLR demanded complete obedience, while Kelsier was a Con Man and The Gadfly to his friends. Also, as Tindwyl tells Elend, TLR never needed ostentation to remind anyone that he was in charge, and the Obligators and Inquisitors were rather austere as well. Making his followers give Metalborn reverent titles that are different every time would be a waste of time, but Kelsier would think it's funny.
Southern climate:
The fact that the southerners' homeland froze solid when the world was healed seems like a bit of an exaggeration, until you realize that without the Ashmounts to protect them, the only place on Scadrial's southern hemisphere cool enough for human life would be the equivalent of Antarctica.
Not only that, but we know that when Sazed healed the world, he restored the proper climates.
A human body will go into hypothermia if its core temperature drops below about 90 degrees Fahrenheit. 70 degrees Fahrenheit would be t-shirt-and-shorts weather for a normal human, but it could still be lethal to a body that had lost the ability to retain its own heat.
In a Death Course otherwise in excellent condition, the builders neglected to maintain the acid trap, which froze over on the icy mountain temple. Makes sense for the southerners, who aren't used to snow or ice. It's also another clue that the Lord Ruler didn't build it. Rashek was born and raised in cold mountains, and would know the freezing point of acid.
One of the murals show someone wearing the bands lifting a glowing spear in front of a slumped corpse. That's the second decoy bands, the ones surrounded by the corpses of dead builders.
According to Allik, the Sovereign arrived in the South twelve years after the Catacendre. If you keep track of the dates over the course of the original trilogy, that's sixteen years after Kelsier's death.
If it's possible for the South to make metalminds with up to four powers, why do the lifesaving heating metalminds only have one power? Unsealed metalminds need a stock of Investiture to allow those without the power to use it. If a metalmind had both heat and, say, calories, and the user drained all of the Investiture tapping the calories, that would leave a reserve of wasted heat with no way to access it. Given that stored heat requires Firemothers and Firefathers to spend their whole lives storing heat in these metalminds, wasting it would probably be frowned upon.
Dox's book is considered the most boring book in the Words of Founding, because it's basically a ledger. But if anyone wrote about what happened to TLR's bracers, it would be him.
Edwarn's rant about how lawmen only want the ability to legally murder both makes sense considering his circumstances, and shows how little he understands Wax. Edwarn was in a position to see and profit from the worst parts of a rather corrupt system designed to cater to people exactly like him; it's quite possible he never met an honest cop in Elendel in his life. On the other hand, the Roughs are a lawless, unregulated hellhole; you don't become a lawman to murder people out there, you just do it. Edwarn's perspective was likely corrupted by Miles, the only Roughs lawman he knew, but even then he got it wrong: Miles didn't become a lawman to legally murder, he murdered because he genuinely believed it was the best way to enforce the law.
By this point in the series, the other abducted noblewomen mentioned in The Alloy of Law have yet to be rescued, despite nearly a year having passed. When it is revealed that Suit and Sequence have spiked themselves with stolen powers via Hemalurgy, some readers may ask themselves from whom did they take the stolen powers? It becomes Fridge Horror when the reader realizes there has been plenty of time for the unrescued women from the Vanisher heists to have borne children, and that they may very well have been the source of at least some of Suit and Sequence's new abilities.
A mild case, but the titular Bands of Mourning are hidden in the temple in plain sight outside the entrance, where they are mistaken for aluminum due to their appearance and lack of allomantic anchoring. The catch, of course, is that even by the time of the story, this would be highly valuable in its own right; it would have been tremendously so in the not-too-distant past given the general trends in industrial development. It would have been very embarrassing to everyone involved, not to mention a criminal waste, if some random explorer had stumbled across the temple lost in the wastes, decided the traps were too dangerous to actually head inside far enough to allow themselves to be fooled by either of the decoys, and simply grabbed the "aluminum" spearhead to melt it down for a quick buck. Presumably, this was planned for by Kelsier, but it does seem rather reckless... not that recklessness would be entirely out of character for him, either.
It's implied that Sazed restoring the world froze the lands of the South. When trade and information starts to spread between the continents, how long would it take for them to realize that the god of the north almost destroyed them? I foresee a religious conflict in the works...
