it's currently believed that the lion turtle who taught aang to energybend is the same one who gave wan firebending, thanks to the similar head markings (all lion turtles have unique head markings).
also you mentioned the connection, but it's more of a parallel. korra was just trying to help, thinking she was doing the right thing. instead, things are literally going to hell because of her actions.
same with wan.
anyways, unalaq is definitely in contact with vaatu. we even saw unalaq leave the spirit world through a spirit portal (desna points it out, asking if he was just in the spirit world, and unalaq dismisses the question completely). to what extent he's in contact we don't know, but i don't see a dark avatar truly happening. unalaq would need to learn the other 3 elements to be a true dark avatar, and even then if vaatu entered his body and they merged, vaatu would likely only use unalaq's body as a puppet, whereas the avatar/raava link is more even.
and korra can never kill vaatu; to defeat vaatu completely would also result in raava's destruction. considering how closely linked the avatar and raava are, that would also likely mean korra's death. light cannot exist without darkness, as the two share a symbiotic fluctuating relationship. the stronger one gets, the weaker the other is, but one cannot exist without the other. raava explained that to wan.