That actually doesn't bother me at all. It's a pretty natural issue when you're confronted with a country (or faction) you love and a leader you despise. He has a pretty clear vision of what the Horde is, and should be, and the leader he is sworn to is not acting that way. You'll notice in your examples, all instances of his pride and warrior spirit are triggered by thoughts of the Horde, and all his "mood swings" triggered by actions of its leader. The idea of "can you still love your country and hate its leader" is something with rather obvious real-world parallels, exacerbated by both his warrior culture and the more dictatorial aspects of the in-game world. (There's no "wait a few more years to elect a new Warchief" option.)
I'm bothered by his "noo, I struck from behind!" emo episode but that's an issue with the entire concept of tying honor to death rather than life.