Is it appropriate to even ask questions?
Yes
Every character I take the oath with I end up deleting because I cant stand the way the people in the cabal treat me as an oath.
If you are used to goodies, that sounds about right.
Is it appropriate to steal from and/or kill a bloodoath as an empire shadow , citizen, etc.
This is a cabal built on the "Bow to us or die" set of ideals. As a bloodoath, you are one rung above "kill them and demand they bloodoath". You will be hazed. If a shadow steals from you, kill them. If you can't, do NOT let your sect leader know as being killed/stolen from without retaliation would be seen as weakness both for you and the one who oathed you. You can take the shadow's insult up with your oather, but don't expect much. As a blade, the shadow sect wants to weaken you. Blade's weakness is seen as Shadow's strength and vice versa. Especially if they can steal your donations before you make them, and donate them to the Shadow sect.
Or do I just see the dickheads of this cabal in my play time?
Entirely possible, but it sounds like you are more used to the cooperative play found among goodies and/or the inn. An Empire character probably isn't going to be something you enjoy. If anything, playing an Imperial for you should be a lesson in the inner workings of the cabal that you take into your next fortite/paladin.