I am playing Vampire the Masquerade and want to create a Tremere Vampire that is quite playful but with much darker undertones. I had considered taking the "sadist" personality as my nature, but it is only in the Sabbat book. From a role playing perspective, is there anything wrong with doing this?
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There is no such thing as Camarilla or Sabbat Nature.
Or, to be really formal, there is no such thing as Camarilla or Sabbat archetype (which can be then used as one's Nature or Demeanor). In fact, the very definition of Nature, being your character's hidden true predisposition, suggests you can have whatever Nature you can imagine. I recall the core rulebook has Monster as one of the archetypes, then why not Sadist?
You can totally take any Nature and Demeanor you like, if you are not worried about the consequences.
You might be slightly more cautious about your Demeanor, which is defined as your pose, behaviour assumed in presence of others. Being a Sadist might reflect badly on you, and might draw some stares from vampires especially interested in upholding the Masquerade.
Your Nature and Demeanor might conflict with requirements of preserving your Humanity.
What actually differs between the sects is Humanity/Paths divide. As a general rule you need to follow Humanity as a Camarilla vampire, otherwise you are considered a dangerous beast and you are put down, unless you can hide it well. In Sabbat Humanity is despised and Paths embraced. That's why Camarilla vampires have standard Virtues statblock (Courage/Conscience/Self-control) while Sabbat's have the bestial Virtues (Courage/Conviction/Instinct).
eimer already answered the question appropriately, but I want to add a bit more, about why there is no such thing as a sect related nature ore archetype. Please see this as an addition to his answer:
The Camarilla portrays itself as the good part of vampire-life and the Sabbat as degenerated freaks. The Sabbat puts itself in the good light and states the Camarilla as the victims of the antediluvians and therefore they are the week bad guys. But that's only their way of portraying it to put themselves in a good light. In the WoD there is no such thing as good or bad. The WoD is a big pile of dark grey. And therefore there is no reason to limit backgrounds to single groups or sects. Esp. based on how good or bad they are. Every type of character can be in every sect. And being different then the stereotype of a sect creates a lot of opportunities for roleplaying.
"Sadist" is usually a stereotype related to the Sabbat as there are probably more openly sadist people in the Sabbat. And therefor it's in the Sabbat-Handbook as that introduced the sadistic and degenerated side of vampires. But there are probably a lot of vampires in the Camarilla that have a sadist nature. Based on the fact that you lose touch to the human side for as longer as you live as a vampire. It gets harder and harder to feel human feelings. To enjoy happiness and love. As well as pleasure and emotional connection and belonging somewhere. So you have to experience stronger and stronger feelings to actually feel them. To create those being sadistic is a "great" way. Have a look at bullies in schools. They often have problems at home, don't experience love from their family that often and probably feel left out quite a lot. Old vampires are in the same situation, thus chances are high they'd turn into sadistic bullies as well: After you controlled a city for a hundred years and kept trouble down to have a safe life, you're bored and probably don't feel joy that often anymore. Thus acting sadistic and bulling humans and younger vampires could get you the pleasure you're carving for in your unlife.
Behavior like that is not limited to the Sabbat at all. They can show in openly in the Sabbat and have to hide it more in the Camarilla, but they are still the same people.
So: Don't limit a stereotype to a group or sect. Breaking the common thing turns you into a much deeper character and will create a lot of great situations for good roleplaying.
You Absolutely Can
A careful reading of page 112 of Revised Edition and page 88 of the 20th Anniversary Edition (text identical) instructs troupes to "[...] define their own Archetypes that more closely exemplify how the character in question responds to her surroundings. After all, every character is an individual, and customized Archetypes should be a logical outgrowth of a well-rounded character." It is clear that the designers intended, at least in the two Revised edition books, that players should not feel confined to the list of archetypes provided in the book.
The fact that the core book lists 'universal' archetypes, and supplement books list additional archetypes common to the subject of that supplement ('Sabbat archetypes', for example), is irrelevant. Pick or create the archetype that matches your character.