A Holy Magus (depending on the nature of God in your saga, and let's just ignore the Code for a second here; similar concepts apply to other holy characters) could be an extreme fanatic, whose vision of God and path to Heaven is based in an uncompromising and narrow worldview; caedite eos, novit enim Dominus qui sunt eius. He could be a crusader who honestly believes that the best way to save as many souls as possible is to ruthlessly force as many people as he can to convert; pain and death are irrelevant, next to eternal life.
Almost certainly, that guy is being deluded by demons, but note the "almost." It is possible that God accepts his methods for His own inscrutable purposes; He may be waiting to pull the rug out from under this so-called saint after showing him the error of his ways, He may have a plan that requires the magus to act this way, He may be reserving judgment until the Last Day and allowing the holy man to apply his free will, or (in a darker saga) He may agree with this kind of behavior.
Even in a less extreme form, it's quite possible for a Christian holy magus to see pagans, infidels and heretics as a threat to Christendom, and to seek their destruction to defend the good people of the True Faith. Meanwhile, a Muslim holy man is absolutely not sinning if he kills pagans without remorse and attempts to force all Christians and Jews to submit to his (or another Muslim amir's) authority or die; there is clear support for this in the Qur'an, even if we can squabble all day over what that's actually supposed to mean. (Jews and Zoroastrians lack quite the same idea of "holy war" that Christians and Muslims have, at least in this time period.)
Now, I disagree with Ovarwa's statement about diabolists. A diabolist can "do evil to do good," sinning and using the Maleficia and the Ars Goetia for morally good ends. He is still Hell-fuel if he doesn't change his ways, though. Furthermore, canonically, using any Infernal powers or trafficking with demons is a mortal sin; "but what about Solomon" is a question for sages and theologians to debate, but there doesn't appear to be any give on this. A Mulhidun sorcerer may be a pious follower of the Peacock Angel and a devoted defender of humans, but since he summons and controls demons, his "religion" is a quick way to Hell.
All of this ties into a rather heretical general idea, that "good and evil" are terms based in moral philosophy, and "pious and sinful" are based in theology. One could argue, guided by moral philosophy and reason alone, that an act that is clearly sinful is morally an objective good, and that the invocation of holy powers in a particular situation was a wicked act that apparently was approved by God. Clearly, such thoughts are sinful, and the result of overwhelming Pride, to set your own moral judgment above that of God. What? You still think you're right? Well, if you want the power to act on this and make the world right, I have a form right here for you to fill out...
Setting aside Depraved rejection of the absolute right of God, from an omniscient viewpoint (or the viewpoint of an experienced character with a significant amount of Divine Lore or the Sense Holiness and Unholiness ability), there are multiple religions that are True and lead to God and Heaven, some of which have rather different ideas on right and wrong; compare Christian and (assuming you believe the records; even modern Parsis are divided on whether the practice actually happened, but Crusader Kings thinks the idea is cool) Zoroastrian opinions on incest. How is a good, pious Christian with True Faith going to react to a good, pious Zoroastrian with True Faith marrying and having sex with his own sister? He might call this an abomination and a crime against nature and attempt to stop it by force, and God will back both sides, to the point of letting them both summon up angels to attack each other.
Once you get into questions like that, morality becomes much less clear-cut.
EDIT: I don't like angels, themselves, being of divided opinion (say, Michael backing Christianity while Gabriel's jumped on the Islam train). Instead, I have angels as messengers of God, who generally avoid taking sides between religions unless they're specifically angels of a particular faith. To the extent that an angel does advise on spiritual matters, his advice will be that of the religion of his listener (an angel will not appear to a Muslim in female form, for example); whether he agrees with the opinions of someone who's slipping into heresy is up to the storyguide.