I had always just assumed that Celegorm ordered his servants to find and kill Dior's children, but other interpretations are possible, certainly. My thought is still that it isn't really out of character for Celegorm to want particular people dead. Not that he would rejoice over genocide, but we see Celegorm and Curufin purposely getting Finrod killed to steal his crown. And when Thingol won't give them the Silmaril (before the Fifth Battle), they boast that they'll destroy Thingol and all his people, and will kill any of the Sindar they happen to meet. Now there is sometimes a difference between threats and willingness to carry them out, and there isn't any mention of them actually shooting random Sindar outside the Kinslaying. But Celegorm at least says he'll commit cold-blooded murder. He and Curufin don't engage in such murders when it isn't related somehow to the Oath (Curufin spares Eol) and they certainly don't kill people just for fun. But they don't seem shy of portraying themselves as willing killers, by that point in their falls. Where I agree with you, Eliza, is that they'll justify all their evil deeds with the Oath and other people "wronging" them. It doesn't count as murder because so-and-so started it, etc.
About Maedhros and Maglor, I think they did go into the Second Kinslaying, at the start of the battle, telling themselves it was justified and blaming Thingol and Dior for the whole situation -- at least, they considered their own actions entirely justified. However, this is the turning point where they stop thinking that fulfilling the Oath at any cost is justifiable, and very soon after the battle they resolve to actually break the Oath. It's a major turning point in their lives -- before then, they were a little reluctant to kill innocents, or somewhat uncomfortable with it, but didn't put more than a token effort to actually prevent another Kinslaying. But afterwards, they're willing to endure more than a decade of torment trying to break the Oath and prevent more killing. So I'm OK with them knowing their younger brothers were motivated partly for revenge, seeing what their brothers became and not wanting to become the same. It's very much an "Oh God, what have I done?" moment for them.
Also, I don't think Maedhros and Maglor will have illusions about Celegorm and Curufin being perfect by that time. Besides the boasting about wanting to commit murder, which they'll certainly either witness or hear about, they have learned the story of Beren and Luthien. They know what their younger brothers did in Nargothrond, and no doubt they've heard the non-Feanorian side of that story, circulated throughout Beleriand. I imagine Maedhros is going to be angry at his brothers over the way they went about things in Nargothrond -- yes, they were trying to fulfil the Oath, but they could have done so without condemning Finrod to die in torment, or trying to force someone into marriage. Getting a Silmaril away from Morgoth is more important than stealing Nargothrond's throne, and if they had helped the Quest and helped keep Luthien safe they could have asked Thingol for the Silmaril afterwards.
It does make sense for the killing of Dior's children to feel like it comes out of nowhere, and shock Maedhros -- regardless of who makes the decision to kill them. Also, I can see toning down Ange1's idea: Celegorm vowing that he himself will slay Dior, but not calling "dibs" in an obviously bloodthirsty way. I do imagine that he and some of his brothers will look at Dior as a misbegotten freak, and interspecies hybridization as miscegenation. Perhaps all 6 brothers start out at least kind of creeped out by the idea.
Eliza, your suggestion for Amros is an interesting one. Amros feels like the trickiest brother to write -- we have the least guidance from Tolkien about him, we don't want to give the Hosts an excuse to make him commit suicide, and he seems to changes his mind a lot. First he's willing to go along with the Second Kinslaying, then he goes along with trying to break the Oath and even endures torment to break it (although unlike his older brothers, he's likely to believe and say that the Oath is unbreakable and they can only delay it). Then he decides to start and lead the Third Kinslaying. I think showing him gradually become unhinged and psychologically tormented is a very good direction. One possibility is that he expects and maybe even wants to be slain at the Third Kinslaying.