G33k: I think we can just accept that Sarissa owes Mab for protection and keeping her brain (relatively) sane and working. She went to Mab herself remember - that is pretty rare right there. Sarissa clearly learnt who her mother was, and what she was (to a point). She asked for the help, and accepted the deal. Whether it was a fair deal is qualitative, not quantitative.
Kbrizzle: Why would Mother Winter let the White Council have it for a millennium? No idea. But who says she gets a choice? Maybe that was the deal? Or perhaps 1000 years to her isn't that long - compared to the many millennia she has been alive. We know she wants it back now - perhaps the deal is up and Eb hasn't returned it. Would be just Harry's luck to get the Blackstaff only to have to give it back.
Your notion that the Fae Mantles are the immortal pieces is essentially correct - that was the revelation of Cold Days. Whether the mantle itself can be destroyed truly is another question. Remember, it was implied Maeve could be "killed" outside of Halloween but would reform eventually. Only during a conjunction does the stasis of immortality become malleable. Only then could Maeve be killed, and the Mantle transferred.
But I do find the idea that the Mantles are essentially a structure of immortality that creates more choice for the immortal, essentially letting them have the best of both world, really intriguing. It makes a lot of sense actually, when the agents who are implied to have created/elevated the Fae into what they are currently were the Old Gods (such as the Greco-Roman and Norse etc). They might have resented the lack of Free Will their Power and Immortality gave them, and found a clever work-around.
And yes, that may also explain Mother Winter's poor health and ailments. Although at her power level surely she would be insulated from Mortal discomforts...perhaps that is the price of it. I can't wait to find out!
As for non-Fae beings, such as demons. Well we know that if they are pure spirit energy and form a physical body (like a ghost, or the toad demon) they dissolve in ectoplasm on death which eventually breaks down further. Normally the "respawn" in the Nevernever, but occasionally are killed outright (such as by the Swords of the Cross). If they are combo beings, like the Naagloshii or the River Folk, I suspect not. Although the River Folk are essentially somewhere between humanity and Fae. Angels and Fallen (not Denarians)? Probably too much spirit...and not sure they can die at all. Even from the Swords. But we will have to wait and see on that front. Bob gives the impression nothing really changes between immortals unless a conjunction happens (such as Chicago above Chicago in Summer Knight...although Jim has retconned a few things since then). As for monsters, demons, other Things...probably a case by case basis. Chimera and Cyclops? Probably ectoplasm. Sue with resurrected Flesh? Ectoplasm. Although if you summoned Sue from 65 million years ago with a Time Travel way/wormhole...probably full on corpse, same as us. Fomor should be interesting - we know they are related to the Fae and the Jotuns, and we know the Turtlenecks transhuman body parts turn to ectoplasm but their bodies stay as corpses, so it will probably be a case by case thing too.
I am curious to know what would happen if Spider-Man or a Jedi died in Dresdenverse, they are a part of the greater cosmology in a way yet are mortal. We will probably never get an in-text answer for copyright reasons, but it is fun to guess.
