Yes. With complications.
Harry's situation might have some resemblances to dual-citizenship. He is a member of the White Council. He is also a member of Mab's Unseelie Court. He is beholden to the laws of both and whatever additional restrictions his positions within those two organizations entail (Warden of Council, Knight of Winter, and even The Warden of Demonreach).
Mab may be the biggest "claim" on him, but she probably doesn't want to override all his other bindings. Doing so would be counter to her nature, would remove him from other potential resources, and besides, he's the one who has to dance through it all, not her. It might make her smile, even.
Now, the Council may be more reluctant to pester Harry about little things, considering what he's shacked up with (this may also make Mab smile). That said, if they consider him a rogue wizard, they will arrange to take him out. Period. Mab would not even defend him or make a fuss unless something else was at stake; the Knight is supposed to be able to take care of itself, and Harry being stupid enough to anger the Council or weak enough to fall to them would just tell her she needs a better Knight.