Am I harming myself by doing a PhD in a less prestigious university than where I did my MSc if I don't want to stay in academia?
I don't think anyone will care, especially in industry, unless they are graduates of that more prestigious university and feel a superior attitude about it and let that overwhelm their interest for qualified candidates who can do the job they are hiring for (in which case you probably don't want to work for them anyways).

This all assumes that the lesser university is still a good research and learning environment and still lets you pursue your research goals. In the question you linked, that wasn't clear.

What might be important is that you have an answer to "why did you choose to get a PhD at this university?" which may or may not carry an additional implication of "...and why not at more fancy school?" You have an answer already (emphasis mine):


  Instead, I enrolled on an MRes + PhD programme ... in a subject I thought I was far more interested in.


That said, the networking potential of a particularly well-known school can't be understated. Still, it seems you already made up your mind. I wouldn't worry too much about that decision now that you've made it. You may be able to tap into your old networks from the previous institution when needed for a job, assuming people from that institution also move toward the industry you are interested in.