As far as Molly's facour goes, I think it's more limely to come into play when she needs him to obey a command she usually couldn't give- like, say, one that contradicts an order Mab gave him.
No Winter Law would prevent that, both for Harry and Molly UNLESS Molly were to give additional detail to the original order overlooked by Mab initially and she wouldn’t need to use a favour for that. For example Mab orders Harry to find a particular mortal for her, and kill them. Molly modifies it “but you are to use only mortal methods, so as not to draw supernatural attention” in an effort to slow Harry down and give him time to figure out a way around the order e.g. he and Butters stop the mortals heart through mortal means, Butters declares him dead and restarts his heart, Harry passes the living mortal to Mab, pleading his case.
This is the whole point of The Law (aside from introducing Nameless/Cowl, and possibly Max). Those subject to Winter Law ARE subject to it, BUT loopholes exist which Harry can exploit, and that provides narrative points for Jim, especially for future short stories, a new type of self-contained puzzle for Harry to solve where he wins, but leaves Mab deeply annoyed with him for outwitting her by using Winter Law against her for his own ends.