Man, I wonder if we have to ban Talanji from the empire because I see she is now represented by a Shadow Loa and we can't have that in our Holy empire. :T
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Yes, as a matter of fact that works for the Draenei because you never see any Draenei NPCs connected to the Exodar faction who actively use the Demonic arts. Now for the Zandalari they do and there isn't a single thing in lore that says they are forbidden to do so. Blood magic is absolutely forbidden, but Shadow, Fel? Not so much.
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Zandalari have probably been Warlocks before even the Orcs. They are ancient and have been through everything in Azeroth, they also value knowledge a lot. To think they wouldn't dabble in every manner of school is to lie to ourselves.