There's a chapter in The Infernal on Sin and Redemption, with what I think are some interesting mechanics if I do say so myself. They mostly deal with Personality Traits and Confidence. There's also a bit about making deals with the devil and how Infernal agents try to get around redemption, and the fatal flaw that humans can always break any deal by turning to the Divine for help.
BellaDonna, I can't think of any obvious downsides like that. Characters with Sense Holiness and Unholiness can sense that your magic is unholy, but it isn't actually infernal unless you use the special RDTs or the built-in Magical Focus. You have to do something sinful to activate that, which could draw attention, but you can also do it in secret. Honestly, I think it's a great idea for your character. In fact, I think I suggested it to you when you were first talking about your character, here. 