Rudolph's arc; if that's what we can call it, doesn't make much sense at this point. For example, with Marcone, even if we don't know his back story it's plenty to know that he chose a life of crime and has risen to the top of his profession. Everything he does fits in with a crime lord's quest for power and riches, even if we find that Marcone is a much more complex person than average thug killer who runs a crime family.
In Fool Moon Rudolph was a useless coward. In Grave Peril he threatened to kill Harry if Harry let anything bad happen to Murphy. Did Rudy have a thing for his boss back then and Karin rejected him? Who knows. I don't think we saw Rudolph again until Changes when he turned into an abject coward again. Maybe there's a cool way to make Rudy's changes in attitude make sense and make Rudolph's vendetta seem like a natural progression of events but right now it's somewhat messy and doesn't feel right, at least to me.
(By the way; according to Jim's new definition of what it means to be a tough guy, just as Butters is tough and dangerous because he threatened to knock Harry's teeth out if Harry made fun of the three way relationship Butters now finds himself in, Rudolph must also be; or at one time was, a tough and dangerous person because he threatened Harry in a convincing manner. What nonsense. As someone who has known two or three really dangerous people, the most dangerous people don't threaten, they just act. Your best defense; aside from a loaded weapon, is to able to read their moods and body language so you can get the hell out of their way when it looks like they're about to go off. Of course, even better is to avoid them all together.)