There is an official solution for Harmony remotes for at least one RF device; the Harmony PS3 adapter. It has an IR receiver and an RF transmitter. Tranceiver actually. It basically simulates a bluetooth remote to the PS3, and listens to the Harmony via an IR receiver. You pair it wirelessly to your PS3, and then in the Harmony software, you add a PS3 as a device, and ignore all the warnings about "your remote can't talk to this device", and it works perfectly.
The misleading warnings seem to be because the Harmony software predates the PS3 adapter product, or at least they never bothered to update it about that. I mean, come on, the Harmony software calls all optical discs "DVD / Laserdisc". That includes bluray, which is nowhere to be found in the software.