So, I've come up with a theory for why Mab would want to kidnap Molly, revolving around Rashid's power of making cryptic statements about the future.
The idea is that Rashid (at two different times) makes statements to Mab indicating that the Winter Lady will be/is infected by Nemesis, and that Molly will/could be the Winter Lady.
Mab interprets this to mean that Nemesis is plotting to kill her daughter and replace her with Molly as their pawn, and promptly sends the Fetches to hunt down/kidnap Molly (either because she can't order them to kill her directly or because she wants to find out if Molly knows anything about Nemesis' plans and make her tell her).
However, Rashid has already arranged for the horror movie convention to occur, complete with Madrigal Raith to make sure it's extra tasty, and the Fetches get distracted long enough for Harry to get thoroughly involved.
The Fetches get Molly eventually, and Mab realizes that it is unlikely (Mab says in Cold Days that it's hard/impossible to be completely sure) that Molly is not Infected (yet). Furthermore, she's been keeping tabs on Harry since he got involved, and realizes that Maeve is acting very suspiciously.
She doesn't want to accept it, of course, but between this and the fact that Rashid helped Harry protect Molly, she is forced to acknowledge that Maeve is Infected.
The book ends with Mab realizing a clear and present danger to her court and Harry gaining an apprentice who can compensate for his weaknesses and force him to improve them--just as Rashid planned!
What do people think?