Harlequins are biologically different from Wood Ducks and do not thrive under the conditions the average duck keeper provides for their birds. They are a species for the specialist or someone with the time and financial resources to build an enclosure specifically to suit their needs.
Like other sea ducks, they are more prone to stress and ailments in captivity than the temperate or tropical species more commonly kept. They need a different diet, less crowding and cleaner/cooler water to keep alive long-term.
There are several aviaries in the US that keep harlequins but production varies year to year.
Gain a lot of wild waterfowl experience, read up on them (FAR beyond backyard chickens and Wikipedia), write to the people who keep them and save your pennies to build them the appropriate enclosure before trying them.
DT