So, how do you see this working? Would you add them to a formation permanently as some form of upgrade, or like a daemon, just prior to an assault? While I quite like the concept of using them as upgrades, allowing the eldar player to bring them into the table like daemons would seem to play to their strengths while removing their one weakness - being shot up at a distance.
From a pure 'fluff' perspective, if 'leading' a formation would they not be more permanently associated with that formation than suddenly appearing and saying "follow me"?
Indeed, I think we need to be very carefull about just letting Harlies "appear" on the table - IMO they need to have a focus point (a gate) from which they will appear. Consider this as a horrible, totally OTT alternative:-
Treat the Great Harlequin like a form of Farseer and allow pure Harlequin formations to appear out of the Webway within 15 cm of the Great Harlequin. This would allow the Eldar player to put the Great Harlequin in a Mime formation, teleport that formation onto the battlefield and then have other Harlequin formations suddenly appearing nearby . . . IMO the result would be *very* brief and brutal, albeit in a localised part of the battlefield.
This is in part why it seems reasonable to deny the Harlies the use of Vampires precisely to ensure that they retain the weakness to enemy shooting / OW etc