Also: the Shadowlands being a scam would make Zovaal 200% more justified, and also explain why Denathrius would even help him if he truly wanted to end the universe as well (I think they will make it so he manipulated Zovaal, as Nathrezim do).
They are robot slaves. They became self-aware, and want to destroy the universe and make a better one without their masters. Either Denny truly vibed with the idea or he was doing everything he could to escape the Shadowlands at any cost.
Now, how much the Primus knows is up in the air. I have a feeling that with the Aman'thul and "old man" aesthetic connection he absolutely could be an informant for the Titans and perpetuating the lie.