As for Lucy not slaughtering anyone inarguably innocent, didn't she slaughter Kouta's family and numerous civilians over what amounted to a temper tantrum?

I'm not sure if Benjamin Linus of Lost fits or not.

• ... Shadow wants to cause The End Of The World As We Know It via a literal Colony Drop, out of revenge against the entire planet.

No he doesn't?! It's been a while, but from what I can recall he wished revenge on the human race, definitely, but the Colony Drop was something else out of the eleventh hour. Unless you're confusing Shadow with the Ultimate Lifeform prototype (Biolizard/Finalhazard)?

I do not believe that Guts(Berserk) belongs here, because almost all its immorality is part of their Jerkass Facade.

I don't feel like making a justifying edit, because it feels awkward, but Light Yagami of Death Note tends to be a fairly decent guy when he forsakes the death note, which may or may not qualify for a justified justifying edit.

On second thought, Lelouch really is a villain protagonist, he took advantage of the ideals of others to achieve his personal vendetta against his father.

Is a Person still a villain protagonist, if, being shown as evil, he still fight people who are even worse?

Do Isaac and his party from the first Golden Sun game count? They're not villainous, because they're nice people and help people out with their problems, but they're trying to destroy the world. (although without knowing that's what they're doing)

What about Melissa, Jacqui and Cerise from "Magick Chicks," the spin-off strip of "Eerie Cuties"? They were originally the "queen bees"/"magical mean girls" whose use of the Orb of Tiresias led to a massive "Gender Bender" and nearly turned their school, Charybdis Heights, into an all-blonde-girl school thanks to Nina's magical perverted doll, Blair. When Ace, a former boy, was stuck as a girl thanks to being outside the orb's area when the spell was reversed, that led to their "volunteering" by the headmistress for a transfer program with Artemis Academy, an all-girls school. They must now start all over again as the new girls, against Faith Abbott, someone whose already gotten her hold on power at Artemis, and might even impress Nabiki Tendo herself.

Would playing the Devil in Black And White count as an example?

Would Punch from punch and Judy counts? He is played for laughs, but he often ends up injuring Judy or killing the baby (it DOES vary from performance to performance admittedly) and then beats the devil and a constable half to death, getting away scott-free.