First, a clarification: I think that there is some confusion between the terms 'broker' and 'loan officer/consultant'. A broker does not work for the lender, but for an independent company that originates and delivers mortgage loans under contract to the lending institution.
That being said, it appears you've been working with a direct employee of Wells Fargo's retail lending division. This being the case, your best course of action is contacting the branch manager and explaining the situation. It looks like you have been in contact with the 'sales manager' - this is not the same as the branch manager, but is more like a team manager of a group of loan officers/consultants. If the branch manager is unable to provide you with an acceptable solution, I suggest asking for the name and contact information of the District Manager. As you go up the ladder, there exists more authority to absorb costs.
The solution I would seek is for Wells Fargo to honor the terms (interest rate and origination/discount fees) you were told had been locked in. Based on current rates, this will likely be an expensive concession on their part, which is why you may get more traction at the district or even regional level (a large loss on your loan will be easier to absorb over a broader section of the organization). I would also communicate your willingness to seek assistance from the regulatory agency and/or the media if they choose not to work with you. You should be able to find the phone number for the district and regional offices using Google or another search engine, but the person who answers the phone at the branch office should be able to provide them, as well. I would also get the sales manager to email you the options they offered you in concession, as having it in writing would make it hard for them to deny culpability to their seniors when they contact them to get their side of the story.
Good luck. Please come back and update us on how it turns out.
Dexter