The odds of Harry being a horcrux are very slim. I would bet that in order to make a horcrux you would have to kill the person first then make the horcurx using very complex magic. Harry did not die because Lily loved him. The spell rebounded upon Voldemort and left him in a half life making him unable to make a horcrux. I would think all his horcruxes where made before he tried to kill harry. The lightning bolt is a scar not the sign of a horcrux.