On Characterization
So while I know things are different and Mcclay has squashed a lot of stuff together and mixed it up, I thought I would offer some thoughts on helping further give some flavor towards the different Evil Deities, partly through the use of the classic D&D alignment chart! Also, I only have knowledge of Morslieb from Warhammer Fantasy and only passing familiarity with Elder Scrolls 3, so please be tolerant of flaws in the Red Moon and Sharmat sections. Also, enjoy the Evil Mafia.
The Dark One: It's probably fair to say, that - paraphasing someone's description of Darkseid - there a void in his soul that seeks to devour the world, which might well be what Dagoth Ur saw but only thought he understood and co-opted. This bottomless desire and capacity, as much as the scope and impact of his ancient deeds, are what made him so truly infamous. The Dark One embodies Neutral Evil. As explicitly stated, he's the avatar of Evil and Darkness, the OG. The Sharmat is an imitator. Sargeras had to double-team him with the Maker. The Old and Chaos Gods are beneficiaries of, and the Red Moon wouldn't even exist without, Sauron, his number two. This is why everyone pays at least token respects to the Servant of the Dark One, because deep down they know you represent the true one to rule them all.
In the Evil Mafia, the Dark One is the Don.
The Red Moon: I only really have the Morrslieb element from Warhammer Fantasy to draw on for my own understanding, but I think it's reasonable to say that the Red Moon is a dim light. It's not just a bad pun, there's only a very limited intellect behind it, if one at all. It's a door after, all. Sedenya just is, and everything that happens from the monthly radiance is a product of it existing. Obviously the Moon Cultist doesn't agree, and they might just be right about the intent and purpose. The Moon Cultist will get a lot of disdain from the other faiths, particularly the Dark One and Chaos worshipers, since in their eyes, you're basically a cargo cult. The Red Moon embodies Chaotic Evil. Change, change, change is the whole of your creed, and you'd probably find the Chaos Gods too demanding or restrictive. The Red Moon only asks that you help it.
In the Evil Mafia, the Red Moon is the Weird Associate. Can be useful from time to time, but waaay too kooky to be in the family.
The Hidden Gods of Chaos: You know what each of them are about. Here's the really important part. The Six Ruinous Powers are a bit different than the others on this list for one simple reason. They work together. Well, sometimes. They squabble and fight each other a lot, with shifting alliances and even their Black Crusades (the Burning Crusade calls them egregious plagiarism) run a certain risk of backstabbing without a strong attentive leader. But at the end of the day, they have a shared group identity, which subtly shines through. The Burning Crusade is bound to serve together by fel oath, and the Drakespawn tied to their Arch-Dragon. The Six are siblings, and the Chaos Cultists, especially the Nurglites, recognize they're part of a greater family. The Hidden Gods of Chaos embody Chaotic Evil. There's always something ugly behind their glories (except Nurgle being plain ugly), something twisted in their wisdom, and something cruel in even the most honest and genuine praise and rewards.
In the Evil Mafia, the Hidden Gods of Chaos are the Specialists.
The Sharmat: The Sharmat is a thorny subject. There a certain controversy guaranteed when one's claim to Godhood comes from dissing and stealing from the Dark One himself. If the stories can be believed. Well, something is granting power to the Dunmer and bringing the Ashbound into existence and it doesn't appear to be the Dark One so... This issue goes the same for the Lord of the Sixth Temple's followers. The Dunmer are apostates to Morgoth, and a non-Drow Dark Dreamer isn't much better as a matter of course. The Servants of the Dark One have a massive hateboner for you, and the rest probably think you're insane, albeit in the audacious way any serious villain can respect. The Sharmat is Unclear Evil, largely because I don't have enough of a read to make a judgement call.
In the Evil Mafia, the Sharmat is the Traitorous Underboss.
Sargeras the Burning: Sargeras is a tragedy, brother to the Maker, now a warped reflection of himself doing whatever it takes to win the Long War. But can you blame him? Look at all the harm Chaos has caused! Look at how mortalkind so easily offers itself blindly up to monsters and the maelfic! When put to the test, the Light lacks the determination and will to actually see things through - acting half-like its peacetime even as the battles continue. Sargeras embodies Lawful Evil. An army needs discipline, a civilization needs law and order, crimes require proper punishments set in burning steel. Change is the essence of Chaos, and Chaos is the enemy. Why is that so hard for everyone to understand? At least the Herald does.
In the Evil Mafia, Sargeras is the General.
Asmodeus the Arch Devil: Despite the fire and preference for rules, don't think Asmodeus has more than surface similarities. Sargeras' headquarters, wherever that may be, is sure to be an austere barracks. The Great Pit is majestic, full of dark luxuries, impossible craftsmanship. Even the wildernesses of Baator are not wretched hells. Sure there's hordes of slaves, but there are winners and there are losers. That's life, that's business, and Asmodeus has never, ever, been a loser or a bad businessman. The Hellbound are like well-respected professionals, talents guys who always have their eye on the prize and bring in the bacon. Asmodeus embodies Lawful Evil. The Arch Devil, like the rest of his kind, regard the contract as the means to set ground rules people can agree on - but they're just ground rules, sport. If you can't bring your A game, sucks to be you.
In the Evil Mafia, Asmodeus is the Consigliere.
The Arch-Dragons: The Arch-Dragons can be surprisingly hard to pin down. They're regal, with the hauteur of a great lineage. They are monsters lurking in hideaways secluded from the world. Their infernal blood makes them devious, self-serving creatures. Yet they gift their draconic ichor liberally, the Black Wardens receiving immense power and fanatically obedient legions of Drakespawn. They are a testament to the accomplishments of the Tevinter Imperium, yet they have moved beyond it, unwilling to be lost in the past when new opportunities may rise. The Arch-Dragons embodies Neutral Evil, too mutable to be pinned down within the various extremes the ways other dark deities are.
In the Evil Mafia, the Arch-Dragons can be seen in all sorts of positions.
The Old Gods: The denizens of the void are too disparate, mysterious and unknown to truly describe in any collective detail. The Old Gods are Unclear Evil, for obvious reasons.
In the Evil Mafia - well no, this lot are just too bonkers to even be associates.