I'm not sure why you think Wyll's wish to see Mizora hurt is just self-hatred. She's an extremely hostile entity to him who wants to enslave him for all eternity. I'd be pretty literal about my wish to fight for my soul against somebody to whom I'm just a coin or a lump of coal to fuel their infernal war machine.
I find Laessie's quotes the most interesting because they reveal that she is at the very least convinced a purifying method exist and not just deluding herself out of desperation. Whether or not she has been lied to in turn, of course... That's still a question mark.
