My issue with that is we have seen Gunko get the entire upper half of her body exploded and it didn't do anything at all to her mental state. She literally didn't even pause her evil monologue (despite not having......you know, a mouth to speak at that moment. Pretty disturbing, when you think about it. Wonder how the anime will handle that?).
I don't think damaging the Mark affects the Covenant at all, unless the Nidhogg DF has some weird sub-ability that could do that. Which hasn't really been suggested to us yet. I think the focus on Harald's Mark was more of a metaphorical "Time is running out, he will soon lose himself again, Loki has to act now" sort of thing. But hey, maybe I'm wrong?