I think it depends on how you define both "classical" and "historic reference," but when one thinks of scales in piano music Chopin is certainly high atop the list. (I'm thinking here in terms of actual repertoire, not in exercises like those from Czerny or Hanon.)
And since you're in C minor, we may as well have a look at Chopin's Op. 10, No. 12. It begins with a
V7 chord, around which a harmonic-minor scale (in broken thirds) is played. So here you already have strong justification for your use of the harmonic minor in your m. 3.
(Note also that, in the third measure from the end, Chopin approaches the
IV chord with the F harmonic-minor scale as a means of tonicizing that F triad. In other words, the F harmonic minor functions as a secondary dominant of this
IV chord. Thus your m. 7 could also use the F harmonic-minor scale if you so desire.)
As for the scales that take place over tonic, Chopin is less consistent. Op. 10, No. 4, in C♯ minor, typically uses harmonic minor over tonic, as well. Op. 28, No. 16 (B♭ minor), however, often uses the melodic-minor scale, with the expected adjustments for the ascending and descending forms.
The point being that, for those "tonic" scales, it's really your preference. Two questions you should ask yourself are:
- As the "composer" of this etude, which scale do I like better?
- Do I want this exercise to include as many different forms of the scale as possible (at which point you'd want to use a natural-minor scale here, a melodic-minor scale there, etc.), or would I prefer to emphasize just one form (in which case you may want to stick with harmonic minor the whole time)?
With "historic reference" you may have been looking for a treatise of some kind, but I'm not sure such a thing exists. And even if it did, it would most likely be based off of the repertoire anyway!
In any event, your current scale usage in no way suggests "a bad example of classical style" to me.