To answer your initial question - Is anything wrong with a 6x6 league - No, not inherently. As long as you then are aware that it will skew offense slightly, you can all draft accordingly and the league should work. However, personally, I like to keep the stats equal.
Now, regarding your claim that Tankersly would be more valuable than Mo, he's not. It's not even close. While I'm not a big fan of holds myself, I do play in a 6x6 league that features OPS/HOLDS as extra categories. Closers will still be more valuable. Saves are still more scarce. In a 12 team league, you're going to find guys on the waiver wire with 10-15 holds at this point. Will you find any saves on the wire? No way. As soon as a new closer is announced, he will be picked up because saves are much harder to come by and much more scarce. However, the reason I don't like holds is because I feel they are pretty random and I just don't like the idea of rostering a guy who is just a MR. I have 4 guys for holds on my team, and I've gone weeks with 0 Holds. I suppose the same can be said for saves, but I feel like they are a little less volatile. Furthermore, having both SVS/HLDS as categories WILL devalue SP.
On to part 3...what categories you can add - I would personally suggest K/BB. Granted, this shows up in K's and WHIP, but I truly think a stellar K/BB rate is the mark of a great pitcher. If you have a problem that K's/WHIP make K/BB redundant, you really should have a problem with BA/OPS being redundant as well. In that case, just go 5x5 with OPS instead of BA.
Hope this helps...