If you really gave a listen to the music and have followed the cards and everything, you could pretty much tell they were talking about heaven/hell and that the dark carnival was just purgatory where souls go to be judged.
The point of them coming off as hatchet murderers and shit like that is that they kill "sinners" (for lack of a better term) like wife beaters, corrupt cops, racists etc. They're like the Loki of the Dark Carnival.
Isn't wearing a lot of red, painting shit on your head and FTI as a whole a gimmick also? Granted, great music comes along with it, but it's a gimmick anyhow.