Percy is still able to cast hex and manifest some of the powers seemingly granted to him by Orthax after he has broken the connection. On at least one occasionIn Campaign 1 Episode 57, Percy casts hex on himself for his walk home, which might be one way he could achieve the smoke manifestationmanifestation effect, since his hex was defined by the black smoke. In Campaign 1 Episode 40, when Percy attempts to cast hex after having separated himself from Orthax, Matt refers to the scar left on Percy's soul by Orthax as a possiblethe reason he still has this dark connection and can still cast his magic. I will edit and provide an exact location if I can find that moment (see below).
It seems that as long as the shadow entity has been within you, though it is no longer bound to your weapon and yourself, it did leave some dark scars on your soul.