This Broker Book implies that Ven’ari is one of the 2 Brokers seeking the Sepulcher.
I wouldn’t be surprised if her prodding led to her consulting the Jailer which probably intrigued him starting this whole mess! Of course(considering the Legion already exists when the Broker Book was written) that means Denathrius had turned rogue even before the Jailer did!
Denathrius siding with the Jailer in that case was probably a result of him listening in on the Jailer’s mutterings to himself. The words “Tear it all down!” would be quite enticing for the guy who created the Burning Legion!
Once his deal with Zovaal was struck Denathrius would seek out an object to aid Zovaal in utilizing the Legion and Kil’jaeden thankfully gave him the perfect idea: the Vessels of Domination! Too bad the Jailer had Ner’zhul backstab the Nathrezim which ultimately led to Arthas backstabbing both Ner’zhul and the Jailer!
https://wowpedia.fandom.com/wiki/Remnant_of_Ner%27zhul#Quotes shows that Ner’zhul was serving the Jailer until Arthas backstabbed him! The Jailer was not happy with Ner’zhul’s failure.
The Jailer’s constant secret backstabbing of Denathrius(first in WC3 and later following the Castle Nathria Raid) derails Denathrius’s plans intended to help the Jailer! All of this can only be due to spite for Denathrius partaking in his imprisonment in the first place!