Are Goblins in your game people, however evil, or are they monsters?
This question doesn't really get to the heart of the problem.
You have to distinguish between things as they are and things as they are understood to be. The nature of the world can be one thing, but people could be ignorant of it, especially if they aren't well educated. (And in some cases, being well educated might actually breed ignorance, because the academic establishment is wrong.)
In my world, goblins are often considered people and treated as people. At the time of these events, the PC's had already seen goblins living in human cities and working along side them.
Many people are however 'monsters'. The defining trait of 'people' in my game world is that they can be both good and evil. In the case of goblins, because of their history, many people including some highly educated people believe that they have lost their status as people and are now unredeemably monsters - or more specifically that they should no longer count as 'free people' because they've lost the capacity to choose good. A very large body of evidence exists reinforcing this belief, so it is certainly reasonable to believe that. And socially speaking, some societies have adopted the policy that goblins are simply monsters and treat them as such, and others have adopted the policy that they are people and treat them as such.
You'll note that I've carefully avoided answering the question. Questions like whether goblins are people or not are things I deliberately try to leave vague because people in the campaign world disagree over the issue. Therefore, I don't want to bias the players by providing a definative answer by the DM. If the players uncover clear answers one way or the other in the course of the story, that's one thing. But campaign level secrets like the origin of the gods, whether or not goblins truly still have free will, and so forth are not things that I like to answer OOC.
So the further question raised here is how much a person can be held accountable for their actions in ignorance.
If the PCs have reason to believe that Goblins are irredeemable or that, even defeated, they still represented a threat to nearby communities, then killing them was justified and possibly even necessary. In a world where it is possible to summon demons that can lay waste to entire cities, cults are serious business.
Well, extenuating circumstances like this are the only reason that I'm not making the good PC's atone. Also, the party has a lean toward Chaotic which opens up more of a vigilante attitude even within Good.
That sounds like a mercy killing to me. They'd already killed her, and they weren't going to heal her, so why allow her to suffer while she bleeds out?
I don't think mercy was the motivation. The character that did this isn't a merciful character. While that's perfectly within the character of the murderer, its not supposed to be in the character of 4 out of 6 members of the party.
Aside from my earlier comments about cultists in a world with actual demons, this strikes me as considerably less okay.
Personally, I see all three as being examples of the same sort. I think this incident seems less ok to you primarily because for a while they treated the person as a person, and then after his utility was used up decided to start treating him as a thing. But, is that really worse than never treating a person as a person at all? Also, how would it effect your judgment of a person who only believed that they lived in a world with actual demons (without having evidence you'd consider proof of such a thing), who acted in the same fashion? Does the nature of the danger poised matter here? We certainly live in a world with actual nuclear and biological weapons. Isn't that sufficiently threatening?
I personally consider all three cases evil acts, but they are somewhat mitigated by extenuating circumstances (massive evidence of the danger poised by the cults), the character's general ignorance of what they were doing, and the probable execution that would have awaited all the individuals anyway where they turned over to the rough sort of medieval justice that prevails socially.
However, in two of the cases the invididuals so killed were merely flunkies who themselves were acting in ignorance and who were not in fact unswervingly committed to the goals of thier respective cults. Prior to getting themselves killed fighting the PC's, they had done very little worthy of death except 'thought crimes'. This is particularly interesting because, in accordance with the chaotic bent of the party, they previously strongly berrated another party member for commiting what they thought was a crime against thought - namely burning (or allowing to be burned) a large collection of heretical religious texts. So the question becomes, to what extent where these people really unredeemably evil, and to what extent they had simply fallen in with a bad crowd and could have been shown the error of their ways. And in the third case of the cult leader, the particular cult leader was one of the least crazy and most human and sympathetic NPC's of the cult and above all the members the one who had the most just excuse for their behavior (many of the other ones just loved violence for its own sake). None of the characters involved here have been remotely 'Joker' characters who are sociopathic killers without conscious (and I do have those), and yet, even in the case of someone like the 'Joker' we seem to demand more from our heroes than they adopt the same standards in the treatment of prisoners as a lawful evil goblin assassin.