The trouble is that Harry has a lot of experience with good liars and manipulators.in fairness a lot of it is immediately verifiable. also gnerally if harry knew we had an intellectus I think its fair for him to assume we'd often know more things than he does as thats basically a normal thing for beings with said knowledge.
His whole relationship with Lash is colored by the fact that he knows she's trying to make him more and more dependent on her every time she shares a piece of information. He's also aware that while she'll mostly tell the truth, it'll be presented in a way that pushes him where she wants to go even beyond the dependency thing, and if she does ever lie it'll be slipped in exactly where it needs to be to get the most of her one chance to do so.
The fey are infamously good at telling only the truth and still being deceptive enough to ruin your life.
He could buy that we have information, and what we've shared is true so far, but not that it's complete or that he hasn't missed the hook.
For all he knows the trick here is to manipulate a mortal into willingly put demons in everything they can reach. Demons which will definitely be loyal, except for some edge case we aren't aware of, on the one day they get off a century, or if a big enough devil escapes into the mortal world.
That's not true; but this whole thing looks like a free lunch, and DF doesn't do those with supernatural power.