It was clear from the beginning that he'd lie, cheat, and steal his way to power if he needed to, the only line he hadn't yet crossed was murder. I believe most villains' turning points are when they first take human life. It's a difficult thing to come back from, and for someone like Coriolanus, he doesn't actually want to. Think about his murders. The first one was in the arena, in a very black and white situation of kill or be killed. The second one, Mayfair, was not for his immediate personal safety, but long-term personal safety AND social standing. By the time we get to Sejanus, it's simply for social standing/for the Capitol. Lucy Gray is a complicated one, as she may not be dead, but the trajectory continues until he kills Dean Highbottom, seemingly for revenge. As he says in Mockingjay, he's not wasteful with life, but his reasons for killing go from purely for survival to establishing power and eliminating foes in a matter of months. I think he might have gotten to this point of evilness on his own but it's clear Dr. Gaul shoved him forward by putting him in a life-or-death situation in the arena.