I asked why Malack worships Nergal, rather than some other deity, back when the reveal of how vampirism works in OotS first happened, and the Giant basically said, "He could have continued worshipping a god who despised him and wouldn't grant him any spells, or he could go with the one who would let him keep his power". The same applies to Durkula, I think--what god other than Hel would want him and would grant him his spells? So, it's kind of a moot point whether he's loyal or not, because he's not going to go against the person who provides his power.