Ah, kk. Jim said he viewed the Changes/GS/CD as more a Death, Afterlife and Rebirth set.
Well, sure, but I'd argue with Jim about that. Changes includes Harry's death as the last thing that happens, but it's not really about his death; Ghost Story is a better representation of Death, because the entire story has his condition as a driving force behind it. Changes is more of a book about the Tarot interpretation of the Death card, if anything: "Death" in the Tarot deck represents... change. The underlying theme is the destruction of Harry's old life, and we're introduced to seismic shifts in the ongoing arc: Harry has a daughter, Susan's arc ends, the Red Court is killed to the last man, the Wardens are attacked by members of the Council and are likely pissed, Gregor Christos shows his colors, Molly gets her mind and emotions wrecked, I'd argue that Butters's brush with death is one of the things that drives his character development moving forward, Harry accepts the Winter Knight gig, and has a relationship upgrade with Murphy. His death at the end is like a postscript. "And on top of everything else, I freaking DIED."
The actual death of Harry isn't dealt with in any kind of fashion until Ghost Story, which I think is a good representation of both the Death AND Afterlife stages. Cold Days kind of doubles as an afterlife story to me, too--at least the first chunk of it. I don't see Harry's Rebirth stage being complete until the end of Skin Game; that's when Harry returns for real and deals with a lot of the stuff that had been going on in his absence, including his time on Demonreach. Cold Days is more like... labor pains.
But that's just how I see the arcs in the latter portion of the series, and what do I know?