Do you think there will be a moment in Sansa chapter where there will be abuse of power just like bran warging Hodor, Arya killed innocent people, Jon using his position as Lord Commander to have things work in favor for him?
I don’t know what the future holds but Sansa collaborating on the lie that Marillion killed Lysa is already such a dark step. Maybe it is the dark step, already.
She had very understandable reasons for participating in the lie, and he was a rapist creep who was actively helping Lysa in trying to kill Sansa - but he was absolutely innocent of the murder for which he was tortured and, presumably, killed. His singing haunts her, with good reason.
Sansa grapples with that act, too. It is most definitely her first truly immoral act in the books series. It fits her pattern of either withholding or telling truths, but in every other case (Trident, telling Ned’s plan to Cersei, telling Dontos about the Willas marriage,..) she is her own victim, with others only affected by the decision of villains (Mycah, the KL Stark Household staff). Marillion is directly affected by her lie, he is the subject of it. That is a significant escalation.
I’m pretty sure this will have consequences. Her lie will negatively affect her in some way. It already has left her firmly in the grasp of Littlefinger, but it might affect her credibility with the Vale Lords, too. Or it foreshadows a moment of karmic payback where she has to tell a lie or a truth at great cost to herself, in order to do the right thing.
Considering how prominently Marillion features for her (he has a mention in every chapter since her arrival in the Vale) and how late this transgression occured, I feel pretty safe in saying we’re not going to see Sansa turn morally darker than this. It’s Sansa’s equivalent to Bran’s warging, to Arya’s assassinations. Like with Bran and Arya, she will be faced with the danger of becoming her worst self, and turn away.