The Dark Saber was in the previews. Who was the last known owner of that? I'd say he's headed there.
The last canonical owner of it was Maul, although he apparently 'lost it' when fighting Sidious and Grievous on Dathomir. It seems to have returned to the possession of the Mandalorians since that point.
Oh, wait. To become the leader of the Deathwatch you need to defeat/kill the leader of the Deathwatch.
There are imperial Mandalorians, and Maul lost the Darksaber to Sidious.
Is Palpatine the leader of the Deathwatch? He doesn't seem like the kind of guy to waste a cadre of foreign bodyguards; even if he did gain their loyalty by coincidence while just doing his own evil Sith thing.
Deathwatch saved him from Palpatine and the siege of mandalore is Ahsoka kicking him out, so nope, Deathwatch stayed loyal to him.