Harry Potter was Modern High Fantasy. It's basically DnD with a modern setting. Which is actually part of what made the series such of an enjoyable read.
And whether or not a Mary Sue is well-written does not necessarily negate it being a Mary Sue; it depends on which definition you are abiding by (note my example of King Arthur earlier in the thread).
Harlequin's actions and motivations are truly believable once you accept his power level; if you cannot accept it, the fact he stands out so much becomes glaring and he becomes about as believable as Albus Dumbledore showing up in a documentary about Vietnam. The other IEs make it far easier to accept their power through the simple fact they don't run around brandishing it in very obvious ways. It is the fact you have to first accept that, yes, he really is that powerful and really can openly take on a Great Dragon in a one-on-one fight and walk away that makes him almost too perfect for the setting. Especially since a lot of the setting goes out of its way to pretty much say that going up against a Great Dragon without being one yourself is suicide. Adding in the sheer scope of his plan and the fact he pretty much set up a technomancer revolution in the city only pushes him across that line. If you can't accept the premise that he is really capable of that, despite everything else in the setting effectively saying no one should be able to pull it off, then it goes from an awesome story of Lost Love Vengeance to an irritating story of Wank Character Does Denver.
IMO, it's pretty strongly implied that Puck was working on the technomancer revolution anyway. Harlequin just provided a little extra incentive and vision. But I tend to think of Puck turning into an archetypal victim-turned-victimizer.
What I liked about this arc was it took Shadowrun's most notorious boogyman and asked, "What if he wanted to end someone more powerful than himself?"
And, really, he does a good job of hamstringing Ghostwalker by helping out the people who the White Wyrm has sodded off.
Also, I'd say Harlequin fully realized it was a suicide run. “Perish The Universe, So Long As I Have My Revenge” Doesn't exactly sound like he's wasted any time with an exit strategy.
Last, give Harlequin some serious credit: He won the big picture pretty much entirely by doing something none of his friends or enemies would have expected and allying with Aztechnology. Everything else he did was just giving GW an annoying month. Bringing the Azzies back both solidified the damage against GW's infrastructure and gave the other treaty-nations room to buck GW's authority.
Mary Sues' rarely have to sell their soul to their greatest enemy to get what they want.
Note: I don't really have an opinion on if Harley is a Mary Sue/Gary Stu (I prefer ignoring Gary Stu and using mary regardless of gender). He's a character who can easily throw off narrative weight in any story he shows up in.
And that's the disconnect with Harlequin. He acts like a DnD character. In this setting, acting like a DnD character is a great way to die young. Yet he did it, still lives, and will probably do it again. And for a lot of people, the difference between that and a character who is simply wish fulfillment is nonexistent. I'm not one of those people, but at the same time I have to admit that even the defense of Harlequin not being a Mary Sue only highlights the major reason he is.
This, right here, is why I killed Harlequin off when I ran my Denver game last fall. Great show, Ahab. Stab the White Wyrm. But you don't get to walk away. Period.
And, should I ever play in a game where it's appropriate to reference Harlequin/Ghostwalker, I'll have GW kill Harlequin again.
Good show, old chap. Time to shuffle off the immortal coil.