Molly has a lot of experience but never went all the way.
2) Murphy. 3 divorced husbands by age 20-something. Never mentioned to have any other lover or partner. On and off tension with Dresden. Never consummates. They share several kisses like some middle school kids. She has sex with Kincaid, but the relationship doesn't last past a holiday. Then nothing ever.
She was still "with" Kincaid in
Love Hurts which is almost 6 years after
Dead Beat. By her comments in
Changes, I wouldn't be surprised if she got more than Harry knows. She was willing with Harry in
Proven Guilty, but Harry wasn't.
Luccio had plenty of fun in her youth, but structured her later life to eliminate vulnerability.
Thomas was feeding in traditional Raith fashion from
Turn Coat until the end of
Changes. He stopped feeding for maybe then, maybe later, but resumed at the end of
Ghost Story.
As for Doylist reasons, Jim never planned out a romantic interest arc for Harry. He's basically, but not quite, admitted that was a mistake.
Andy has been with three other characters. Marci, Kirby, and Butters. Which leads to note that Marci was with Andy and Kirby and Butters were with Andy. Georgia and Billy pretty clearly had the premaritals (I'm not certain, but I'd put money on it).
Harry's the center and I doubt any woman Harry knows well is going to come up to him and talk about all the dudes they're banging. It seems to me that a lot of characters are out there getting some. Others aren't. Harry's shy, weird, and isn't interested in anything casual. We're introduced to Harry as old fashioned. It's not surprising he has some old fashioned views.
Harry, Molly, Morgan, and Luccio are the only ones who have really long dry spells. I'm not certain about Ramirez. Butters and Murphy talk about long dry spells, but Butters' wasn't that long, IIRC/YMMV, and we don't really know how long Murphy's was. A lot of it probably has to do with the isolation that comes with being a supernatural not monster for the wizards.
Can the Winter Lady get pregnant from another Fae?
I'm fairly certain the answer is no.