Shadows of Self takes place in the same timeline and with mostly the same characters as Alloy of Law. From what I’ve heard, this is supposed to be the actual first book of the second trilogy, with Alloy of Law being essentially a happy accident.
Wax and Wayne are back, in all their awesome glory. I still greatly enjoy what Sanderson did both with their Allomantic/Feruchemic abilities (they’re more interesting / real feeling that the full Mistborn of the original trilogy) along with their great personalities. Wayne is the best sort of crazy and Wax is just as driven as ever. Marasi also gets a chance to shine as well, becoming a constable in her own right and putting her sharp mind, passion, and years of schooling to good use.