I don't think Marcone has become a Knight of the Cross in the Mirror Universe. I think that if things played out as they did in Death Masks without Harry's involvement, Marcone would have been going up against the Denarians directly. Even with Gard there to advise and help, he doesn't stand a chance against Nic and his gang. I think Nic gets hold of Marcone, and gives him the choice: pick up Lasciel's Coin or die. Marcone is a pragmatist and a survivor, so he'd eventually say yes.
Now, Nic having access to Marcone's criminal empire is one thing that is likely to keep Nic occupied and distracted, but Marcone is no weakling and I think Jim's use of the word "interesting" comes into play here. Marcone, similar to our Harry, resists Lasciel's influence. It's not a willing partnership like with Nic and Andurel, it's very much a contest for control between those two. I'd imagine they reach a sort of stalemate where Marcone can hold her off mostly, but she starts playing a long, subtle, waiting game for eventual control. When our Harry shows up, it all goes out the window when Marcone sees proof positive that the Fallen can be rejected and cast out (I doubt he ever talks with Sanya to learn how he got rid of Magog, and I doubt the Denarians would advertise it), while on Lasciel's side, she flips out when she sees proof positive that a mere mortal can defeat her, as Harry did in our universe. A moment like that would be a perfect time for the two of them to finally throw down. Having Harry tell the story of how Sanya divested himself of Magog and became a Knight as a result could give Marcone the necessary strength to follow in Sanya's footsteps and cast Lasciel aside and pick up one of the Swords.
