I don't know Arjan, Con might be on to something.
In the Dresden Files, the hounds in the Wild Hunt are called Hell Hounds. Leah's favorite pets as well.
Consider also that Kincaid is often called the Hound of Hell or Hellhound. It would not surprise me to learn that he has some connection to the Wild Hunt, and by extension, the Faerie/Hell connection. Something to do with missing his heart. He is a scion too.
And as for the Inquisition, I highly suspect that there was supernatural involvement. Indeed, Heinrich Kramer (whom the character Heinrich Kemmler is based upon) was a notorious witch hunter and priest who pushed for the deaths of many people accused of witch craft.
I'd highly suspect the White Court, they did top the Black Court in a similar fashion. Very much there MO. But just as likely were other supernatural nasties who have wished to bring down the White Council. They do have many enemies, after all.
Con - As I said above, I think you're onto something. Not sure about the Scottish lawyer (other than he may have led the Hunt for a night, just like Dresden). But I do think there is a connection. Which means that Odin and the Erlking also likely have a connection...which is both sad and spooky.
My guess is that Jim tends to base the underlying power of any supernatural being or beings on their image in the minds of humanity, collectively. This is extremely similar to the Warhammer universe in which emotions and thoughts and beliefs bring Gods to life and shape the spirit world. Considering Jim was a big fan of Warhammer (and quite probably still is, at least of the earlier material) I would say odds are that it works the same way. Which probably means, Arjan, that if people did begin to believe that Faeries had demonic connections...then they probably do. In fact we sort of have confirmation of this concept. TWG is how we see the Creator of the Dresdenverse, because that appears to be the dominant belief. But we might have seen the Creator differently, in Ancient Greece for instance. Harry implies that the sheer number of Star Wars fans may have contributed to Uriel liking Star Wars. And the entire premise of the Oblivion War works on the fact that the collective memory of Mankind is strong enough to anchor (or banish, should they forget) beings from the spirit realm (up to and including the Creator and the Devil).
I bring that up because I suspect the Wild Hunt represents the hunting spirit within mankind. They may also have a purpose of hunting down wicked souls, but I think the main purpose is simply to hunt. Anything and everything that stands in their way. Join, hide or die is the motto I believe. But I wonder if Mab took some power from Hell in order to maintain her position, and this is the cost.