: Oh definitely it's the dark God the warlocks make a deal
: with, Nyx. Not Wyrd.
As others pointed out, Nyx and the Dark Gods are different, and I doubt the Locks are working for either--that would probably push them toward an alliance with the Trow or the Ghôls. Although a Nyx connection might make sense, given the Deceiver's mutual friendship with the Locks and the Trow (and we've never seen these two groups actually fighting each other.)
From their relationship with the Deceiver, it appears that the Warlocks will bargain with just about anyone to get an extra shred of knowledge. I don't think they're all bound to one big god or demon--rather, they've promised periods of servitude and soul-pieces and stuff to dozens of beings who gave them the power they wanted. Beings like Chimera's Cartucke, or Fallen Lords like the Deceiver (who can always find a use for a dying Lock's soul and magic reserves, I suppose).
--SiliconDream