I agree with morriswalters that the end of the book can't change unless the preceding fortysomething chapters were overhauled; at the very least, Arctis Tor and onward would need to be altered fundamentally. If Molly goes on the run with Harry, then Charity should die getting her away from Eldest Fetch, for instance, and both the Council and Lasciel would need to have a much more significant presence in the book. I mean, without, for example, Harry witnessing Charity sacrifice her life (or something equally troubling) to preserve Molly's life, do you think he'd actually use a Denarian's power to save Michael's daughter? He already feels too ashamed of himself to even speak to Michael, and that's just from having a Shadow. I think that the way things were written, Harry taking Molly as his apprentice while remaining with the Council is the only ending that really makes sense, otherwise it'd just be drama for drama's sake.
All of this aside, it's something that could have happened at one point or another in the story, but I don't think it would've been better. Denarian Harry just wouldn't be terribly interesting to me. The only ongoing element that I'd like to see from that perspective is a deeper look into Nicodemus's plan (when taking Denarian Harry down its logical plot). But that would necessarily eliminate or reduce the importance of the other ongoing plots—the Red Court war, the Black Council and White Council politics, Harry's relationship with Thomas, the Alphas, Murphy... if Harry's on the run, Chicago isn't really a viable setting anymore, and that would be too big of a change, I think.
That said, nadia.skylark, if that's the kind of plot you're into, then check out the Alex Verus series by Benedict Jacka, if you haven't already. He's one of a handful of urban fantasy writers who I read regularly; though he does take some cues from Jim Butcher (and gives him a hat tip in Book One), it's very much its own tone, style, and cast, with a lead protagonist that's simultaneously outmatched and completely overpowered.
And there's nothing wrong with fan fiction. I never wrote or read much of it myself, but it's a way for a lot of writers to learn how to write. It's like disassembling someone's Lego set to build something yourself, which can be very helpful.
Though it did give us *shudder* Fifty Shades of Grey, for which I will never forgive the FanFic community.