additional thought regarding the HarmonyMan pedal:

it is a stereo pedal that can add two separate harmonies, each controlled by its own algorithm.

Upshot is that if one of the harmonies is a 3rd and the other is a 5th, there are times when following the key moves one of the notes, but not the other. This is exactly the way a pedal steel works, with the pedal (or knee lever) bending one note of a triad while the other 2 notes remain the same.

I don't know if other harmony devices work the same way or not, but this one does.