If you've seen "Der Untergang" or "Downfall" as it's called in English, you can get some kind of idea what Vader's state of mind COULD be.
In "Der Untergang" you get to see several Germans, both politicians, military and civilians, who will take their own lives instead of giving up the fight,
As ROTS goes, Anakin pledges his allegiance with the Sith, and he commits some dark deeds, kills the younglings, defenseless seperatists and his pregnant wife.
That's a stigma he is supposed to live with for the rest of his life, it means, there is no way back, there is no possible means to return as he will not be welcome.
Once he realizes that, and that is something missing in ROTS, he embraces his new fate with new vigor and puts every effort into fullfilling his new, dark destiny.
And maybe, maybe, he does see that what he did turned out to be better than what the Jedi were doing, he DID end the war, and brought peace and order to the galaxy, as he wanted.
He did fail to save his wife.
Chances are, he shut the door on that part of his life. As he says in ROTJ :"That name <Anakin Skywalker> no longer has any meaning for me."
He indirectly says, he is no longer the man he was before he turned to the Dark Side.
As to why he must obey his master, it might be that he has no other choice but not that there is a clear and present danger coming directly from the Emperor. As it seems, Vader gets treated well by the Emperor, even though the DS-1 was destroyed, we see Vader in command of a large fleet of ISD's and has his own Super Star Destroyer. ANH already shows he had his own personalised Tie.
Also, TESB shows he can choke all he wants, and still the Emperor does not interfere. Off course, Vader is the Emperor's tool, but I feel that the 2 are connected not by fear, but by fate and commitment, and their ideal as Sith.
The more interesting bit is :"You don't know the power of the Dark Side, I must obey my master." what exactly is the power of the Dark Side?
Yoda says it quicker, easier, more seductive. Well seductive yes, ROTS shows that, Anakin clearly is seduced by the promise of being able to save Padmé from dying, but given Palpatine's elaborate scheme, is it quicker, is it easier? Doesn't look like it.
I think that Vader, in ROTJ, is fundamentilly surprised that Luke still sees good in him, despite all he has done. It is after that talk, that Vader is for the first time in the OT seen to apparently reconsidering things. He walks over to the side of the gantry, and as his breathing implies, he is pondering grave things. Might be thinking back, might be thinking again :"What have I done?"
But until that point, he had commited himself to the Dark Side, but I dón't think he really has a sword of Damocles hanging over him, should he not do the Emperor's wishes.