I've seen plenty of live musicians singing with a guitar, but recently I've been noticing that some of them were singing in harmony with themselves! Obviously, I soon realised it was the work of a stomp pedal. I assume it just took the input of the singer's voice and pitch-shifted it up or down by an interval (not the trivial intervals of octaves and fifths). My question is about how performers use those pedals.
Do they have to set it to a new key for every new song, since not all thirds are equal? How much control do the performers typically have over what notes are actually outputted? What kinds of scales can be chosen for the harmony?