When Harry gets into a grey situation he doesn't say "Okay, I can do X but not Y" because Harry doesn't know that X is allowed and Y isn't.
Totally wrong. Wizards do just that; know the rules for magic and use them - that's what the Lore skill does. Harry even comments on it. In addition, Harry has Bob, a spirit of intellect specifically bound by Kemmler to track the rules of magic and serve as an advisor for exactly that kind of thing.
A Dresden game example:
If a character is into voodoo then he's into voodoo. He uses the voodoo motif and trappings. The player knows that his PC has thaumaturgy on his sheet, the same thaumaturgy that every character uses, but that doesn't mean that his PC should ever use it for anything except voodoo themed magic. The player knows that the power covers all styles of magic but the character doesn't.
Nope. That character does not have Thaumaturgy. They got the much more limited Ritual: Voodoo Magic. Someone with Thaumaturgy is like a wizard; they can do Voodoo, summon demons, curse people, pull meteors from the sky, raise the dead, try to become gods, tear holes in the fabric of the universe and whatever else they could possibly imagine. That's another reason why wizards with enough experience to know how to use Thaumaturgy best are terrifyingly powerful.
In Dresden, blood magic is like that. Your PC knows that killing someone is wrong but using blood is a grey area. The PC doesn't think in terms of consequences but has to wonder "how badly would it hurt that person if I stuck him with this knife - would it kill him or not?". As a player you know just how what sort of damage you are looking at so know that it will be safe, but the PC doesn't and shouldn't know that.
Again, almost certainly wrong. If you have Recovery, you have probably used it to heal from wounds already. So you already know that you can recover from those wounds or similar and lesser wounds. I mean, if a Lycanthrope recovers from several broken bones or being bitten by a ghoul (i.e. can recover from moderate consequences), a bleeding wound from a knife, being much smaller (a mild consequence) is not going to faze them much.
Ditto for toughness. Dresden
knows a pistol's bullets would simply bounce off an Ogre because he has seen it before or others have seen and documented it.
Then there are the Wardens. When they see someone doing blood magic they don't look for metaphysical markers like "Lawbreaker -2" but assume that the person is (or soon will be a warlock) and move to arrest him.
If they find you having bound some people with chains over an altar and are cutting them to fuel your ritual? Sure. If they see you standing with your werewolf buddy and using his blood, willingly given, to fuel said ritual whith the two of you joking about the red robe reccomendation in your book of spells, not really. It is all about context.