First of all, your character should not know what benefits will something gives him to side with anyone ... you can just presume. :P I completely understand the urge of going the most profitable route ... on the other hand, those should not allways be the right attitude.
Also ... yes, you may end up with empty hands, and head full of regrets ... The question is: Is that bad thing? You could choose different path, but you choosed this one, and you choosed poorly. For myself on the contrary, once you get screewed with evil, once you get screewed with good options (for example ungreatfull victim in Hag's house).
As for goblins ... you sided with selfish and toxic beings ... and then acting selfish and toxic ... what else you expected? That seem acurate and i honestly like it that way.
Sure you should. at least in theory. When Zavlor asks you for help, he promises to reward you. Whether he will keep his promise or not is a different matter, of course it's a risk, but less risky than doing what Minthara wants you to do. She just say "go kill everyone in the grove" "why?" "Because eeeeeevil." that's stupid.