Terms of loyaty, as I see them:
Inners: loyal to the person (Serenity).
Outers: loyal to the Empire.
Exceptions: Saturn and Mercury
Pluto's duty to the timeline makes clear her loyalty to the Empire as an idea. That might make turn her against the Empress if she sees Seremnity as a threat to the long term life of the Empire. So there is a chance for her to chance sides. Or she might be just horny for Ranma. Both sides.
Neptune and Uranus are soldiers with the mindset of a soldier: if it is not good for the Empire, it might be bad, so let's kill it before it turns really dangerous. A darker version of "sacrifices have to be made", I think. I am tempted to suggest that either the good ones and the dark ones kill themselves mutually... or they end in a foursome.
Saturn is seen more like a weapon, so I think she could have been "encouraged" to obey orders and not think by herself. That could be the weak point that will let her be the first or second turned to the Other Side. Hell, she might enjoy being feared, as opposed to the more meek Hotaru.
Also don't forget that Dark Saturn hasn't experienced Mistress 9 or anything like that. If Hotaru and her dark counterpart were able to share memories (secondary effect of DS healing Hotaru in a very touching scene may be?) I see DS switching sides faster than Usagi finishing an icecream.
And yes, I can see her as a "I like to tear wings from flies" or "I blow holes in that wall because it's there" type of person.
As for Mercury being an exception, I think that the first loyalty of any Mercury is to Knowledge. Silver Mercury is totally devoted to Usagi, but, before Usagi's coming into her life, Ami was a loner whose only friends were the books, so it might be possible that DMercury's first devotion went to acquire more knowledge. Incidentally, DMercury most assuredly wouldn't shy from turning someone inside out to see what makes them tick. Ryoga or Mousse as test subjects are the first to come to mind. And with a quick wit and a sharp mind, I can also see her playing mind tricks on everyone just to get a kick or to study their reactions. Think Nabiki going reaaally evil. And then put both together.
A Venus the Goddess of Lust and Sex?
A really bitter Jupiter?
An "I can make a pissed off Akane look tame" Mars?
A Kuno-esque Mamoru hating Ranma's guts?
You can have several kinds of evil for the Dark Milennium, though there are two that come to mind easily:
Dragonlance-style ("Evil turns against itself"), with lots of bickering and infighting, controled (barely) by the Empress. I think this is the one that makes easier the defections, specially if they see something to gain.
StarWars-style, with the Empress radiating command and discipline (and fear) among her subjects. I think this one is harder to write in the way you intend the fic to go, but it would also have a more coherent aspect.
And in any case, I doubt that friendship and loyalty (and love and justice for that matter) are important in the Dark Moon, so the people should act accordingly.