What WAS the "alternate" ending of Waltz, anyway?
One place where I read it about it was from an old interview with Jeffrey Combs that can be read here:
http://www.geocities.com/combsfan/nexusinterview.html
Not sure if the Companion says anything about this, since I haven't read the Companion. Would be nice to learn more about The Great Fubaring™ from other sources too.

N: I have heard that Marc Alaimo always claimed that Dukat is a good guy deep in his heart. Is there anything like this that is true for Weyoun?
JC: That was an ongoing battle with Marc and Ira. Ira kept saying: C’mon! You’re kidding! I think really that any good actor who has a role whether a villainous role or not, will try to find anything to make the character more multidimensional and not just be one thing. So that’s what Marc was trying to do. What I was trying to do…it’s not so easy to just say he’s bad or he’s good and that’s all. You wanna play all the colors
N: And that’s why “Waltz” was done?
JC: That’s why “Waltz” was done,… right! And they changed the ending of “Waltz”!
N: Ah, how was that?
JC: I don’t recall! But there was an ending shot and then they changed it, to make him less sympathetic.