"Losing your soul" can have different meanings and I do not think the litteral meaning is always meant here. It is not like you litterally sell it and can get it back if your contract with the devil has some unsuspected loophole.
The other meaning is loosing who you are. Losing the core of your being. That is why Harry was afraid of the winter mantle, to end up as as somebody who was not recognizable Harry anymore, without his beliefs and values. But that is not a black and white thing because people change and not all change is bad.
I do not think Jim will ever explain clearly what a soul is and even if he does that will be only a point of view. Other characters in the dresdenverse look differently at the same stuff and they are not wrong either. I think different interpretations are possible.
I think essence is a broad term that includes everything of a living or spiritual being that is not material. Your soul is part of that but there might not be a clear line between that and your spirit which contains your memories and your life force and your magic. Your soul can not really interact with the spiritual world let alone with the material world without it and when Harry's shade was mostly depleted only Uriel could communicate with him.
There is an essence of Bob, of Mab, of Uriel, of Harry. Do they all have a soul? it partly depends on your point of view and your understanding of what a soul is. It is also connected with free will.
Not everything said even by woj is the absolute truth on that also because we are heavily influenced by the christian point of view because of Harry and that is not the only way to look at it.
But the essence of Mab is that she does not have free will, she has a purpose. If that is better or worse than free will is again a matter of perspective. Gard found her purpose and she is perfectly happy with it. Maybe purpose is a fulfilling of free will. Uriel has purpose too.