I reckon, if I were in Cay's shoes, I'd hate him, too.
Not that Nyx would care one way or the other, of course, which I guess makes him fairly apathetic, too... "Love me, hate me, be indifferent, it matters not. When Prien calls for your thread to be severed, precious, I'll be the one to answer that call... and your feelings, one way or the other, will have no bearing."
I've
really got to put the finishing touches on Nyx's 'backstory'... Quite a bit of insight into what 'drives him' in that bit of storytelling.