Harry used an OPEN gateway from the Nevernever. He didn't open one himself, which, I feel, is a very big difference.
The fact that numerous enemies attempted to attack Harry from the Nevernever isn't particularly meaningful in terms of this question. Pleny tried to attack him from the mortal world as well.
Thresholds don't protect some dreams, because some dreams result in the dreamer unwittingly projecting themselves to and creating a demesne in the Nevernever, where they have no threshold.
The mirrors bit, I'm less sure of. I don't recall the specifics of that one, only that there are some things that can use them as gateways.