About RIo and Mele as Anti-Hero, I agree that at some point they're not really evil.
Rio is more like a tragic character with a corrupted heart. He is actually a good person but a tragic event in his life turns him into a power-thirst person seeking for vengeance. While Mele, hmmm ... I guess it's love. She puts her life and loyalty for her Rio-sama and will follow him to achieve his way of greatness.
But still they're part of Rinjuken and later Genjuken, so I put them in category of villain.