Oh, yeah, sorry. I planned on replying a long time ago, but something err... got in between.
So, could you post some info about his beliefs and morality ?
Khadion's views on morality is very influenced by the environment he lives in. He is a thief, he's raised by thieves and practically all his friends are thieves. He doesn't look upon ethics and morale as a paladin does, for example. Stealing, robbing, threathening and even killing is just a part of the job he does, it's a part of what he is. He doesn't take pleasure in killing anyone, but his morals doesn't prevent him from doing it. He wouldn't kill an innocent, but he wouldn't hesitate in doing something for the Shadow Thieves.
If he is a shadow thieves, is he concerned only about his interest ?
Khadion has a very limited understanding about things beyond Athkatla and the Shadow Thieves, the things that concern him, and he is very self-centered. During his upbringing, much of the things surrounding him is pretty much about him - being the Shadowmaster's son, being the ladies' man, etc. As the game progresses, however he will realise that there are things larger than what he knows, and that the world doesn't circle around him.
Is he a business-man type like Renal, for instance ?
Renal and Khadion are very much different. Khadion is too young and too self-centered to be the business-man such as Renal. He doesn't think of the consequences of his own actions, he doesn't put other people's interest before his own, and so forth. He's not that type of guy.
Would he object if the party neglect his interest for a greater good (think of the quest "releasing the woman without a reward", for instance) ?
This is very much depended on where in the character development he is at the time. But yes, if he doesn't agree with the party's actions, he will say so.
Is he devoted to a god ?
No, he isn't.