Re: What would you character do...
These guys are killers and though Twilight will occasionally kill if there's no other choice, he's very against indiscriminate killing like they're doing. In addition to that, they likely remind him far to much of his supervillianous father Mr. Dark. Needless to say he wants to take them down HARD.
He'll likely work with his mentor Lady Midnight [essentially a Batman clone, only female] and Knightraven [think Luke Cage's powers with Shang Chi's fighting ability and a flight harness] to rally whatever resistance they can against them, all the while training as hard as he can to bring his own skills up to a high enough level to help out as much as he can.