Greg Pak's script gives you everything you need here: epic Vader quotables ('Should you not first ask, what of Lord Vader?') and shows of magnificent Sith power, crafty lower powers scrambling to outmaneuver him, and even Palpatine clowning people on the giant hologram (when we saw that with Snoke, we should have known better - nobody else uses that gag). That's not precisely true: these arrayed parties, who cannot join together for their own often selfish reasons, are against Vader specifically, so stopping his mission is part of that effort. For their own reasons - pride, ambition, fear, whatever - virtually everyone inside and outside of the Empire opposes Vader in this goal, even when some have to obey his will in the near term.
To accomplish that mission, he'll do almost anything, including roll up into an auction full of the galaxy's most dangerous criminals, steal a virtually priceless prize from them and dare anyone to say otherwise. Darth Vader has a mission: he is after Luke Skywalker, who he knows is the lost son of his dead wife Padme, hidden from him by basically everybody.
