And note while Nic was 'in' on the plan to snatch up Ivy he never did anything DIRECT to either the capture of Marcone or Ivy, he let Tessa and her faction do that. He even said as much to Harry more or less implying that this was all Tessa's idea and he was just along for the ride.
The worst Mab could do post the events of Small Favor was declare The Nickleheads no longer Members of the Accords and thusly no longer allowed or entitled to invoke it's rules or it's protections when dealing with other Members, she couldn't take more direct action against him till he cashed in his marker.
He didnt keep himself legally clear of the whole affair, far from it. He just let Tessa and her faction handle the torture of the archive so that she'd target them first if she ever got loose. From Mab's Point of View he laid a trap using her Accords as a weapon (which only she's allowed to do), prompting her to cash in one of Harry's Favors, and eventually get more personal revenge.
Also, it's worth noting that we have no idea how exactly the nickleheads have membership. They werent openly listed that Harry could remember, and it's entirely possible that they simply have a member that's an independent, rather than being full members as a group/nation.
