I think that was supposed to be an out-of-left-field thing, more for the humor than any real relevance. It's supposed to show that a lot of the more assimilated villains (and one who has established a persona as a semi-famous film director would certainly count as assimilated) would act in worldly ways. Some guys just want to make a buck, and would rather sell a dangerous captive, rather than (literally) waste him. IIRC, he was established as a fear-consuming vampire, so he could also have been a red-herring. Harry thinks he knows who the culprit is, and it turns out, whoops. That guy's just an opportunist and the real culprit is an innocent serpent in his bosom.

Yes! Because canon thus far firmly establishes the tendency of the fae towards rational, predictable behavior! You should realize, having read the successive novels, that this is due more to the ongoing story arc about the behind-the-scenes villains who are manuevering and manipulating the visible villains. Harry later specifically cites Arctis Tor on more than one occasion, IIRC, as one of their handiworks. The effrontery of these shadow villains in violating Mab's domain might very well turn out to be a significant factor in her desire to have Harry take on the job of Winter Knight - as she implies when she tells him about Thomas being her backup candidate, she seems to like having a Knight who is motivated to go after her foes on his own. Also, the defection of the last Winter Knight is undoubtedly an object lesson to her about the danger of disgruntled minions. Given Harry's increasing interest in and exposure to the conspiracy he dubs the Black Council, he is a prime candidate to be Mab's instrument of retribution for the attack on Arctis Tor. Molly's abduction is implied to be yet another of the moves in this game, whether by the adversaries to divert powerful agents of Winter from the attack or Mab herself to reveal to Harry the work of their mutual enemy and nudge him further along the path to her service or even my whatever forces of Good are at work, trying to get Harry to take care of more than one problem at once and maybe scare Molly straight.

Also, from a narrative perspective, the whole thing ties in with Harry's fears. At this point, getting killed is something he's dealt with a lot. That's really not much of a terror for him by now. Given his issues with abandonment and his orphan status, the concept of family is an important touchstone for him, and in some ways, the Carpenters represent his idealized family. He respects and admires Michael and Charity a great deal, and where Charity has in the past brought up her concern that he might be the cause of her husband getting hurt or killed, his inadvertant bringing harm to Michael's wife and/or children is an order of magnitude worse nightmare for Harry. Thematically, the fear monsters, by carrying off Molly, and enabled by Harry's spell and Charity's genetic legacy and attempted inhibition of the same, have made one of both Harry's and Charity's worst fears come true.

Actually, one of the short stories, "Love Hurts" states flat out that there is no such thing. IIRC, it was the Gatekeeper who anticipated Molly's emergence and suggested Harry keep an eye out. Think back to what Michael tells Harry about the higher power or whomever not so much using Harry to save Michael's daughter as in actuality, using Molly to benefit Harry. While Michael addresses the personal growth and character-building aspects of being responsible for a developing young person, we also see a more tangible example in later books: Harry, by the time of the last novel, is rather adept at veils, an area of magic in which he had so little skill that he rarely even bothered with them at the time he undertook MOlly's training. He attributes this new-found skill to his need to train his apprentice. No doubt the requirements of teaching Molly have had a positive effect on Harry in other more abstract areas as well (one such instance being his conversation with Murphy in the next book regarding his capacity for dealing out terror to train Molly and forcing him to examine some of his own issues), and the Gatekeeper has undoubtedly had his eye on Harry for the role he seems to be getting set up for in the later books, so he probably nudged Harry in that direction due to the possibilities he foresaw coming out of their association.

So what's the problem? I think the issues you bring up need to be looked at after the fact to see how well they foreshadowed or introduced the issues still to come.