I'm guessing Lasciel was footing the bill for Hellfire usage for Harry since he never experienced the Soulfire slump when using Hellfire.
Eh, I don't really see Lashiel's Shadow, just giving Harry something for nothing. Plus, if it had the same price tag, it might explain some things.
Lashiel's Shadow, was able to get Harry to develop anger issues. Yes, this was explained by the fact that she had been talking to his inner self, but a comprimised soul, could have added leverage to the change.
Even if the cost was only to Lashiel's shadow, if Harry was able to attain Hellfire in the scene in Changes, it does bring up the question of its potential cost.