The Ladies can ride the Unicorns which is usually associated with virgins.
Harry did ride one in Battle Ground, but standing next to Thomas, Harry looks pretty virginal. As would most men.
The trinity is the Maid, Mother and Crone, and I think in this Jim has been influenced by Pratchett, and his witches, Magrat, Nanny Ogg and Granny Weatherwax (who I suspect influenced the character of Mother Winter).
Jim has made much of Molly’s ongoing virginity, it surely played a major part in why she rather than Justine or Murphy were chosen by the Mantle. Remember, inside the Circle the Mantle had limited choice, but it did have a choice of candidates, and Justine and Murphy were not maids. It just so happens Molly was Mab’s back up, indicating Mab’s prolonged scheming in relation to her. Preserving her virginity was undoubtedly part of this.
In Proven Guilty Molly has a boyfriend, Nelson, a Harry lookalike, her powers are manifesting so her potential as a candidate comes across Mab’s radar. The Gatekeeper tells Harry to investigate Black Magic in Chicago we do not know at this point that the Gatekeeper is allied with Mab. Molly is abducted by Winters Phobophages and taken to Arctis Tor, Mab’s stronghold, rescued by Harry’s party, and faces the White Council, saved by Michael suddenly appearing, obviously due to Uriel’s influence’ but we don’t find out they are working together until Ghost Story) Molly is put under the care of Harry (her unassailable crush) and tightly chaperoned thereafter.
Mab, the Gatekeeper and Uriel appear to have been working together for some time to get a Winter Knight and Winter Lady suitable for the forthcoming travails. Both proved pivotal in Battle Ground, clearly a starter course to the BAT.
This is why I think you need to look at the earlier books with hindsight, the whole files were designed as a whole rather than developing book by book so we the reader through Harry’s POV are not given everything which is actually going on in an earlier book or story, relationships between characters are not clear, but are made clear later on. Now however, ther is less ‘later on’.