Dobby is one sadistic elf. LOL Of course having Harry as his "master" he is likely tapping into Harry's "darker" nature. But we all know Harry will never allow himself to go dark.
Author's response
It's more than that. Dobby knows Lucius is beholden to Voldemort and Dobby hates Lucius with a passion. How much more will it take to get Voldemort to take his frustrations out on Lucy. On the other hand, now that Voldy is aware of the elf slipping in and out, he might take some measures to prevent it.
Of them all, I'm least concerned with Dobby going dark. Like Fawkes, I believe his nature would prevent that.
However, it wouldn't preclude his exercising hie mischievous side from time to time...
Alorkin