I think the one really crucial thing to understand about "grimdarkness" is that it is a joke transformation. To describe a work of fiction as "grimdark" is to playfully or even derisively point out that it is overly violent, depressing, or both - edgy for edginess' sake. Rose's "grimdark" form is a parody of that kind of storytelling, the same way the horrorterrors are a pastiche of eldritch horror rather than an attempt to play Lovecraft's signature style straight.

To this end, the way that grimdark "works" is for the most part superficial. Rose is cloaked in a storm of darkness, which obscures her from viewing screens and might cause her observers to worry about her, and speaks in a strange and alien way which other characters find difficult to understand - but her personality remains fundamentally the same, and she doesn't really gain any completely new magical abilities. Being a "form" unique to Rose, it reflects Rose's very particular mental state at the time; having had her understanding of reality and the horrorterrors filled in its head, and then discovering her mother's death, she goes on the warpath in the only way a repressed, angsting teen girl knows how, and the overly melodramatic and excessively gothic effects are the manifestation of that.