Sure they do.  Sonya himself got a second chance from the Archangel Michael and was entrusted with one of the Swords.   The bearers of the Swords (it could be argued that they are the mortal vassals of the Angels), give those touched by the Denarians second chances all the time.  That's their entire purpose actually, to try and  save  them. 

And as far as whether or not the demon that whispered in Harry's ear was one of The Fallen, i.e. the Denarians...I think it's at least highly likely.  They are the only faction of Hell that we have been introduced to.  I mean Harry flat out asked Uriel if he meant one of the Fallen, and while I don't recall Uriel's precise answer...he gave a general answer of affirmative.  So, barring some as yet unseen faction of the forces of Hell, my money's on the Denarians, simply because they are a known factor, that has a vested interest in Harry on multiple levels.

Well, first of all, I think Karrin will feel betrayed. I mean, when they were talking in his appartment in Changes, when he told her what was happening, she put herself in the line for him, she promised she would be there to the end with him to get his daughter back, she compromised. But when the time came, he did not tell her of his suicide plan, that would be the motive she would feel betrayed, him hidding things from her. I think she could actually understand his motives for doing so, though. She knew what was at line.

What he did to the city? I don't know, the city went to hell because the Red Court was killed and yes, also because he was gone, but mostly because of the power vacum. I don't think she would hold it against him. Again, she knew what was in line when she set up to the mission with him.

I can't imagine her reaction to the shooter being Kincaid. I just can't. But mostly, I think she will be angry at Harry, and would probably rule out a relationship in the next couple of books, but I don't think it would be the same as what happened with Susan.