Leaves the Svartalves as most likely buyers of large sums of Cats String Theory shirt. A large lot in an affluent area, with a magically significant location (say, on a lay line or with favorable, easily controlled access from the Nevernever) will be double digit millions of dollars. Building a house there, considering Harrys specific needs, will be in the millions as well. And then you get maintenance costs (which are probably reaaaaally high when a Svartalve is your super). Harry would burn through a large part of his diamonds in a year that way and blow the rest on property taxes and maintenance fees.
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More likely he will buy a long list of doodads from the Cats String Theory shirt and rent or buy one of their high security apartments (just above Mollys place). This allows him to be in Chicago propper (not in some super wealthy suburb where he sticks out like a sore thumb), gives him security and maintenance in the same house and immediate access to magical craftsmen of the highest caliber.