Idk, the "told you not to trust me" seemed to be showing that his allegiance is not to the Starks. The whole "told you not to trust me, and you shouldn't have cuz I betrayed you, but seriously I'm on your side and was just teaching you an elaborate lesson in espionage and medieval politics!" dynamic is jut a bit too much. I mean, maybe they could pull it off, but I just can't see it.
I enjoyed Caetlyn's brief non-antagonist relationship with Tyrion... but I'm not sure it was to set up a future cooperative relationship, but just one of the many examples in which the show conveys to the viewer that there is no ultimate good or evil character/house... This is one of the reasons I love the show so much. Sure the Lanisters are kinda cast in the antagonist light, but overall the show seems to take a very relativist stance on good and evil.
I thought I was agreeing with you that she may very well become an dark, power hungry person, willing to do whatever it takes to get all the power she can.