How would Crusader and Athena from Legacy react to Nyx during the time when they’re introduced?

It would depend entirely on what point of the story that they were introduced to her. If it were at any point other than when Nyx is 'adult' again and had taken control, I think they might be incredibly paranoid and apprehensive of her (which is really the natural state of mind for any BOLO), but would likely eventually come to like her. But if they were 'introduced' during her "taking-over-Equestria" period, she'd be toast.

*EDIT 5 minutes later*

As an afterthought, if they were introduced after the conclusion of Past Sins, Crusader and Athena might be beyond paranoid and apprehensive and it would take a LOT of work for them to accept her, but I think they eventually would. However, it they were introduced before Spell Nexus got his hooves on Nyx, I highly doubt that she would have ever been re-transformed into Nightmare Moon due to the protections provided by two of the most powerful things on the planet.

But there's a problem with this; the fact that a major point of development for Nyx as a character revolved directly around her fully re-becoming Nightmare Moon, her realization of the fool's errand that the whole "endless night" bit is, and her subsequent destroying the evil remnants of herself that had possessed Spell Nexus and the others. Basically, she would be without her redemption, which is the main element of her story that made her who she is, including her sense of purpose as well as her cutie mark. And as far as who she becomes later, and don't hold this against me because of the poor personal choices and beliefs of the author, I prefer RealityCheck's Past Sins sequels over Pen Strokes.

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My own opinion is that the two franchises are incompatible with each other, unless the whole Past Sins story had happened before Crusader had woke up. Otherwise, Crusader would have fed hot lead to the whole cult.

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Edited OP to be more specific

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Changed OP.

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Nyx would be a cutie mark Crusader, right?
Perhaps some misgivings once they get the whole story, but nothing significant.

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Okay.