Konosuba is a serie that I liked and in fact that it gets so near sexual many times was always a plus, having a game based on it is really nice.
P.D: If there are no BDSM scenes for Darkness then it isn't a Konosuba game.
P.D2: No, don't do BDSM with Darkness, do BDSM with another character while she sees it.
P.D3: Damnit, how can our character punish her?! She enjoys it all!
Call Darkness her real name, Lalatina.
Drain her life force against her will, like an object.
Force her to marry someone she hates. Preferably some posh boi. But then do an Uno reverse and cuck the posh boi.
Umm.. have her watch as Aqua and Megumin are eaten alive by frogs.
Have her watch as those two service you in the bath, receiving her favourite belittlement.
Treat her with respect and close the curtains on her.
Have her listen in on the rest of the service.
Send her off on boring diplomatic missions. Don't forget to call her Lalatina-sama.