Exist in the scene? No. But it should be a prefab, yes. Instead of 1 prefab like you had before, you would have 2 font prefabs -- one would be a real one, the other one would simply reference the first. All labels would be using the second (reference) font.
To load it at run-time, place the prefab in Resources folder and use Resources.Load, or just reference it from some script that exists in your scene. In other words -- same as any other Unity prefab.