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Many thanks to everyone who's answered my concerns here; a big part of the reason I'm asking is that I'm relatively unfamiliar with these mid-to-high levels of Pathfinder in general and with running wizards at these levels in particular, so I don't have a good sense of the toolkit available to the class. Your insights here are invaluable to me.
Franke, thank you for your point re: mage's private sanctum. I think Mokmurian lacks the caster level to use permanency to make the sanctum permanent (he can cast permanency, just not for that particular spell effect) but it's definitely the sort of thing I can imagine him casting daily.
Askar Avari, thank you for your detailed set of points which I'll do my best to answer here.
1) I can definitely see Mokmurian making use of detect scrying in the way you've described and will add this to his tactics and defences.
2) I've interpreted possessions fairly broadly in the campaign thus far and under the expectations that I've established for my players, Mokmurian's missive to Barl ought to count as Mokmurian's possession for scrying purposes - my own fault, but I'd rather not move that particular goalpost at this stage.
3) I'm never quite sure just how much information Karzoug is supposed to have about the PCs at different stages in the campaign, how he gets it, or how much of it he shares with his underlings, though at this stage I think you're right that he'll share whatever he knows with Mokmurian once the raid on Sandpoint is foiled. I know that Karzoug himself can see through the senses of anyone wearing a known Sihedron medallion, which at this stage means Xanesha's medallion; my PCs haven't yet killed Lucrecia, nor decided what they're going to do with Barl's medallion. Lucrecia can use dream to pass a message directly "up the chain" to Mokmurian, Khalib, Ceoptra, or Karzoug himself, and the forces at Jorgenfist have access to sending to do the same.
The campaign book explains the capabilities that the villains have but seems to largely leave it up to individual GMs to decide to what extent and in what fashion they're using those. If nothing else, the module writers can't assume that Karzoug uses the Sihedron medallions to keep tabs on the PCs since it's entirely possible that the PCs will decide to sell them rather than keep them.
I've generally been playing Karzoug as hands-off with his more remote minions and occupied largely with events at Xin-Shalast; those remote minions in turn have taken something of a "don't bother the boss" approach to interacting with Karzoug, getting on with their assigned tasks and doing their best to handle problems by themselves rather than inviting the Runelord's displeasure by reporting on any trouble they've been having. I suppose the raid on Sandpoint might be precisely the point at which Karzoug decides to satisfy his curiosity as to just why the influx of greedy souls from Magnimar has ended...
Mokmurian has some unexpected help in the form of Erylium, who (in my campaign) survived the PCs' wrath and was witness to their slaying of Nualia, fled to Jorgenfist (I figure her commune ability and the proper set of questions are sufficient to direct her to the active temple of Lamashtu in the Jorgenfist caves as a place to rally) and will be accompanying Teraktinus to Sandpoint. She can certainly fill Mokmurian in on what she knows, even if the two have some philosophical disagreements re: greed vs. wrath.
4) I think this is going to depend on when the wizard PC casts scrying - assuming Mokmurian keeps to something resembling a regular sleep schedule, a daytime scrying will find him up and about in his laboratory, while at night he'll be asleep and in his mage's private sanctum.
5) The PCs don't need to kill Mokmurian outright in the round on which they teleport; dimensional anchor, hold person, or even a readied action to make a ranged attack, triggered when Mokmurian starts spellcasting, are all sufficient to foul up his ability to escape.
As far as not having all the information they need is concerned, my worry about the whole "jump to the end of the module, scry and fry the boss," tactic is, oddly enough, that they may not even know enough to realise that they're lacking crucial information about what to do next and the threats that are developing in areas they've yet to explore. Instead I worry that the defeat of Mokmurian may be a "job's done" sort of moment, leaving them satisfied in their victory and waiting for a plot prompt that doesn't arrive.
Roonfizzle Garnackle, I'm definitely going to be sitting down with the player in question and the rest of the group when the opportunity presents itself, since this is the first time the situation has arisen in such a stark way. Nualia Tobyn, Xanesha, and Barl Breakbones are all potential surprises for PCs as the villains of their respective modules, whereas the party knows right from the stone giant raid on Sandpoint (or even before, depending on what questions they ask of Barl Breakbones) that there's a villain by the name of Mokmurian waiting for them at Jorgenfist.
You're quite right that this is the last opportunity they'll have to do this (Sins of the Saviours doesn't really have a 'main' villain to deal with in this way, and Karzoug himself is beyond the reach of teleport at the end of Spires of Xin-Shalast) and given that this is both their first and last opportunity to "scry and fry" in such a dramatic fashion I'd like to accommodate the wishes of the player who's keen on this tactic to at leat some extent, depending on course on just what the other players at my table have to say.