When Rose went Grimdark, it was because she was hearing the voices of the Horrorterrors after she prototyped the magic wands with the Grimdark book that talked about the Horrorterrors. It's worth noting, however, that before this point, the whole "grimoire" thing was just fake to her, and she didn't actually believe in the Horrorterrors. It's also just kind of an unlucky coincidence that this spooky goth book she got turned out to be an actual account of real creatures that float in the Furthest Ring. If Rose had prototyped something similar, like idk a book about Halloween or a book about Zombies, she might not have ever heard the Horrorterrors at all.

Rose is also a Seer and they're granted the power to "see" and hear things other players aren't privy to all of the time. Needless to say, she went Grimdark because she had the misfortune of turning a real book about real magical horrifying eldritch beings into some magic wands. Sburb Alchemy mechanics are kind of just weird but also OP because things that seem like they'd be useless end up being incredibly broken and super powerful. Rose makes the magic eldritch wands in a montage of her making other "silly" items too, so I doubt anyone, including her, would've seen the whole Grimdark thing coming.

They also refer to Jade as "Grimbark Jade" when she goes all screwey and evil, but this isn't necessarily because she's under Horrorterror mind control. The HIC took her over in that moment, and just made her momentarily evil. Calling her Grimbark was just kind of a pun bc her clothes were dark and she went "bad" like Rose did for a second. As far as I'm aware, characters only become "Grimdark" if they listen to the voices of the Horrorterrors for too long and do their bidding. Characters like Feferi aren't affected because her Lusus isn't a Horrorterror but an "emissary" of one? She seems to just be immune either because she's a Fuschia blood or some other explanation they just never really elaborated on, idk Feferi gets sidelined so hard for no reason other than there were 11 other trolls before her lmao so like there's barely any info as is T_T