Right off the bat, I have to admit that I'm just starting to read the Warbreaker chapters. I'm almost done with "part 1" and have to admit that cutting out Mab was a very good idea, however there are a few things that will have to be changed if you cut her out:
I think her help with the introduction to the city and some of the customs and Lifeless were helpful. Maybe an escort for the trip, who then has to return to her father? A merchant on his way that her father has asked to travel with her? Anyway, somebody who has been there before who can introduce us as well as Siri to the city for the first time is still a useful character.
Also, I think you need to have more scenes with Vasher throughout the story. More build up for him. I love Nightblood...Reminds me of the old AD&D days when you had a lot more intelligent swords. Also hints at the whole Elric thing...a bloodthirsty sword. Frankly, I look forward to his scenes the most, and I've only read two with him in them.
I don't have a problem with the Siri coming into the city part at all, but I think I'd emphasize it more. Give more detail on her reactions and how it hurts the eyes or gives her a headache looking at the riot of color.
Finally, in chapter 7, the paragraph beginning with "The servants surrounded her like an honor guard..." was the first time I remember reading about the modest/immodest clothing between the two countries and when I finished reading the paragraph I was still confused at why it was immodest.
That's all for now.