I also keep wondering how long they're going to sit on Demerzel before we find out her story. She's either the last of her kind, or there are many of them still out there hiding in plain sight. And she acts loyal, but it would be naive to think she didn't have an agenda of her own, possibly having something to do with the missing memories of all the Cleons.
Yeah, we've already seen she is willing to take action against Dawn and Dusk, as she's more loyal to Day. She's also clearly pissed at Day for using her religion for his benefit and forcing her to kill that religious leader. I think her ultimate allegiance is to the genetic dynasty itself, so Day moving to end it is what forces her to act against him.