I remember seeing that sex with the Winter Lady would likely kill one of them, but I don't remember their being a corollary for other beings of power. But I'm willing to listen.
I think the Winter
Lady is required by Winter to be a virgin; it's part of the mythic "Maiden/Mother/Crone" archetype she embodies. She would (even if involuntarily) fight to the death to prevent that changing (we saw it in the Molly novella, where she crippled Carlos).
But WOJ is that the Whampire sex-mojo combines with exponential force, when interacting with the WK sex-and-violence thing. Neither party is going to be able to control the resulting explosion, and death will be the outcome.
Thus, a
non-WK alt!Harry could boink Lara without murderizing her (I suspect, fwiw, that other "creatures who do the succubus schtick" (as Harry & Bob discussed iirc during a prior case-file) would
also combine very badly with the WK-mantle).