Let's be honest here, Lash should come back in the next book to help Harry be the Winter Knight.

My question is, will Harry still slowly change into a Winter monster even though he laid the law down stating that he was going to do stuff his way?

And a voice—a very calm, very gentle, very rational voice
whispered in my ear, “Lies. Mab cannot change who you
are.”
I struggled and twitched my fingers. “Five,” I muttered,
“Six. Seven. Heh.” I couldn’t help it. I laughed again. It hurt
like hell and it felt wonderful. “Heh. Heh.”
Mab had gone very still. She stared at me with wide
eyes, her alien face void of expression.
“No,” I said then, weakly. “No. Maybe I’m your knight. But
I’m not yours.”
Emerald fire flickered in her eyes, cold and angry.
“What?”
“You can’t make me your monster,” I slurred. “Doesn’t
work. And you know it.”
Mab’s eyes grew colder, more distant. “Oh?”
“You can make me do things,” I said. “You can mess with
my head. But all that makes me is a thug.” The effort of so
many words cost me. I had to take a moment to rest before
I continued. “You wanted a thug; you get that from
anywhere. Lloyd Slate was a thug. Plenty where he came
from.”
Demonreach’s burning eyes flickered, and a sense of
something like cold satisfaction came from the cloaked
giant.

-Ghost Story