Actually Dorian's fear of temptation links in with something that Fenris said in DA2. You can say to him that surely not every mage in Tevinter is bad and he admits that there probably are some good mages who don't do blood magic, but how many times do you have to be offered temptation before you succumb. (I'm paraphrasing). In Dorian's case he has the example of his father and Alexius of how a good mage can go wrong, plus probably many other mages he knew over the years; each with their own particular breaking point. It doesn't even have to be blood magic but just compromising your principles, although I do think blood magic is his chief fear. With Tevinter mainland coming under renewed attack from the Qunari and his burning desire to save his country, plus his determination to find and kill his father's murderers, Dorian's greatest test may yet be to come.
Spot on. David Gaider uses many of the same phrases across characters when talking about Tevinter and blood magic, so I did find it interesting that there were quite a few similarities between remarks from Fenris and Dorian.
He does say he would do anything. 
What is the fear that Nightmare taunts him with? That of being his father. And I don't think Dorian would EVER hurt anyone he cared about the way Halward hurt him. Also, it may be that fear of temptation will be one of the factors that helps him to resist it when it finally does come along.
I understand that my view of Dorian is biased, but I think he gives himself too little credit.
Even the post-Mythal dialogue starts off with self-disparagement that is contrary to actual events: "All my talk of how terribly wrong things are back home, but what do I do about it? Nothing." But during his post- In Hushed Whispers recruitment dialogue, he says that he can do more for his country "here" [in the South], by helping to stop the Elder One, and also has similar remarks during the first Skyhold dialogue. So I really think that Dorian does himself a disservice. It's a personality trait of his that you really need to watch out for. There are several lines throughout the game that indicate that he doesn't have a high opinion of his own self-worth**, particularly in the eyes of others, and also that he expects to be disappointed by those he has put his trust in; understandable, considering his history.
As for that specific line in the post-Mythal conversation, I took it to be a reference to sacrificing his current happiness -- regardless of friend OR romance status -- and new relationships he's formed in the South, and also the knowledge that this will be no easy task. "Anything" doesn't necessarily have to include resorting to the use of blood magic. Also, that would kind of defeat the point, since that can be viewed as symbolic of the type of corruption that is harming his beloved country.
** Even though I dislike the options for their lack of nuance, this is one reason I don't feel too bad about taking the "I need you" option during this dialogue.