1. I don't think Mab knew what Harry what up to until he asked his queen for her trust. I appeared to me it was at that moment that Mab became fully clued in to what Harry was about to attempt to pull off.
2. Mab's interest in the White Court does seem somewhat odd, so for now the idea she thinks Lara might make a good replacement seems a plausible one.
3. I also believe Harry communicated to Mab; and anyone else who was clued in; most likely Ivy and Odin, that Marcone was now one of the Knights of the Blackened Denarius. Mab's eyebrow went up and she said, "Much is explained." It had to be perplexing how an ordinary vanilla mortal could have survived a direct confrontation with Ethniu, even with Harry's help. Knowing Marcone had a fallen angel giving him advice and probably magical protection as well, made everything fall into place.
The next question is whether Mab knows that Thorned Namshiel is Marcone's new; ah, shall we say, business partner. Mab could put together a mental list of the Denarians whose coins Marcone might have picked up and then subtracted any Denarians known to be operating with Tessa and further narrow down the list by subtracting any outstanding fallen who don't give their host access to some pretty powerful protective magic. Thorned Namshiel would remain as a possible candidate on Mab's list, but I don't think we can say with certainty that Mab knows for sure. However, one thing is certain. Mab will want to find out; because it's in her nature, and I think that even without directly asking Harry which Denasrian's coin Marcone is holding, she will find out and she won't be pleased.
Actually, even worse for Baron Marcone would be if Mab is pleased to find out where Thorned Namshiel has been hiding. Marcone's statement to Harry in the castle dressing room can now be turned against him. ""And Mab will not protect you." After even minimal reflection at a future time, Harry will be likely to figure this out.