I agree that the moral compass of fey beings in general is entirely different from other humanoids (a blue/orange axis instead of the black/white) - their moral framework is so utterly alien that "good" or "bad" cannot really be applied.
But (at least in the 5E monster manual) pixies in particular are described as mischievous, but not in a malicious way, their pranks are described as harmless (and I guess the MM uses the human definition of harmless, not a fey one 😄). The description makes them appear as benevolent, while still being little pranksters.
Another possibility could be to simply state that they can be mischievous in the lore check - and leave the definition of that up to the interpretation of the player.
She could be related to Shadow-feys... especially since area where we encounter her is highly influenced by Shadowfell.
