You wouldn’t expect it with his personality but Mallory is entirely a strategist. The reason he can come across as being all over the place, contrasting, back and forth or giving people whiplash with his moods is because his thought process is very layered.
Mallory can juggle full elaborate thoughts at once, shifting gears between them as he focuses his attention to one - jumping between the many. He’s always thinking, it’s always loud (which he loves). There’s nothing particular special about how he thinks, in all honesty. It’s just that he’s very good at multitasking to the extreme and has a mind well wired for being a strategist over anything else.
Work is well thought out but play is more impulsive. It’s not that his thinking dwindles during ‘play mode’, he’s just more inclined to act quickly on what he thinks is fun since it doesn’t need to be taken so seriously. An example would be if he were to kill a parent or parents to a child and use that child as bait. Impulsively acting and then making use of the object of his amusement for a bit longer term fun. Either survivors are suckered into it or the kid gets turned into his undead - there’s no going wrong in his book.
Observing Mallory with this context makes more sense to how he can go from dazed, to amused, to annoyed, to thoughtful, to having an internal debate with him. In his mind he’s often running simulations, having conversations, organizing plans and dealing with a torrent of intrusive thoughts or new ideas that come and go or he picks up to work on. The undead horde he has is really a reflection of his mind, how every individual thing is overall within his control and feeding the whole.