TL;DR, I recommend reverse-engineering your problem. Instead of making characters drastically different who slowly drift into being in the same “grey” area
This can certainly work, there is an enjoyment to being a morally grey character starting off in the city, influenced by others and the the grander story of Combine occupation.
There is no wrong answer to how you can conduct your roleplay beyond being intentionally unserious.
My character had a defined path, he was already in the Ministry of Enlightenment when he was made and set up with Tier-Three, pursuing a path down loyalism which led to the proceeding events that followed. There’s nothing wrong with pre-establishing values and opinions for your character nor is there anything wrong with being open to others shaping your own views or changing them as you progress as many people did.
I feel I was never very ambitious in my roleplay
Depending on what scene or type of roleplay you wanted to engage in this would have different answers. I can only speak from a loyalist perspective, ambition means taking risks naturally, in a world where freedom of speech or expression is essentially outlawed you have to be wary of what you say. At the same time, you want to make yourself stand out as a character without taking much risk. In my experience, the first actions I took in the loyalist scene were working for or backing a number of other ambitious characters who may have been running for public office at the time. Therefore building connections and networks with people who could become prominent influences on the city, opening a path up to you if they reward you for said loyalty with a position.
You aren’t taking massive risks at the time but at the same time you’d probably be doing more than what the “Average Joe” is already doing. This opens the pathway to further inroads whenever you feel comfortable or when it presents itself to take larger risks, running for public office, founding a political movement or running Ministries etc.
Loyal Mc'loyaltyface or Non-citizen sir-Scavsalot
Loyal Mc’loyaltyface is reserved for people who don’t stand out in the scene or interact with it but still rot on the party to reap the in-game benefits (epic) Loyalism is and always will be inherently political and requires you to make a name for yourself beyond being a faceless suit, you must have a personality and enthusiasm that can actually get you somewhere and put you in the annals of history.
Edward Urey wasn’t just Loyal Mc’loyaltyface toward the end because of his decision to work for the Combine. Edward Urey is Edward Urey because of his story and journey, his endearing personality and performance of the character lends credit to his influence as someone who knew him at various points of his life. In contrast, many people fall into a very lazy mindset of thinking less about the character and and more about what people would think out-of-character about their decisions or fulfilling some OOC vendetta against other characters due to the hatred of the other player.