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Saladin was (is) an Iron Lord. Their whole purpose was to fend off the power crazed War Lords and protect the lightless people of the city. However, they were, in the end, equally blinded by power
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Shaxx was never an Iron Lord. They were all Warlords. Saladin and Felwinter and all of them became Iron Lords after the fact. That’s why Shaxx went on to lead the Crucible. Because Saladin was called on to be more than a Warlord. And Shaxx didn’t want that.