Mac being present is just wrong. He's a minor character, has only brought cases to Harry in the short stories, and isn't seen outside his bar in the novels. His presence as more than background, as more than the proprietor of his bar, is fundamentally wrong.
And yet, Cold Days goes nowhere with this. Mac is dragged to the foreground, then shot by Maeve, then he sinks back into the ensemble.
Grigori, Archangel, ex-Knight of Winter... whatever he is, what might he have done if Maeve hadn't shot him?
Or, and maybe this is the real point of his being there, his getting shot is as fundamentally wrong as his getting dragged into the main plot. Perhaps it was all to highlight how subversive a Nemesis agent is to the narrative. Nothing is safe, etc., etc.