I always love a good "I have achieved immortality" right before they die.
Sends everyone panicking, looking for the phylactery, warning people to keep their eyes out, "he's still out there", and yet the only thing left is the memory they're keeping alive with their paranoia.
I have watched a party get absolutely consumed by it. It was a blast getting to give the "While you hunted for a pawn that wasn't even on the table, I made my gambit" speech and have them realize what was meant with immortality.
Was even better when I pulled out notes on everything they theorized, and threw the Uber-BBEN of their own making at them. A twisted Frankenstein's Monster made out of their own thoughts, barreling down at them from the gaping maw of Hell. The only thing missing was someone trying to turn it into the Staypuft Marshmallow Man.
I forgot the exact speech I used, but once I had the baddie that the party killed give a dying speech about how "Now they'll win, there's nothing to stop them now."
So they realized of course that there was some big evil thing that he was trying to stop. But... they were really bad at investigating, and after a couple bad rolls they were convinced he was some kind of heroic figure.
The guy was just racist. There had been a war in the neighboring country and there were a bunch of deep gnomes coming into the country as refugees and he hated them, and wanted to go on a big ol ethic cleansing. This was not a secret plot.
Had a few interesting interactions with NPCs after that with the party talking about how amazing the evil guy was when talking to some of the refugees. One of the players figured it out at that point but thought it was funnier to keep going, and had his character dedicate his life to fighting
in his memory.
The way my group just dismisses all side action and hyper focuses on stopping the BBG, if I was DM I would make his speech reveal he was more of a good guy than the party, that his plan wasn't even evil, and had they taken the time to do more investigating instead of just following hearsay and rumors, they could have avoided so much bloodshed.
That sounds like a pacing issue. Out-of-character the group might agree that there's a desire to do side plots, but in-character a (heroic) party that is aware of a great evil is going to take actions in the interest of stopping that evil, even if they're knowingly unprepared (plucky young heroes who win against overwhelming odds are the stuff of legend, after all.) This is why it's important to keep scope small at lower levels - as tempting as it might be to daisy chain a much bigger bad to a smaller one with a cryptic note or mysterious secret symbol so that you can do an "all according to plan" speech later, if you drop a plot hook, the players will bite on it with the force of a million industrial hydraulic presses and not let go until the whole mystery is unraveled.
Also, don't pull a grey-and-black gambit on the party unless it's what the plan was all along and the party has been aggressively ignoring the other bait. As a player, one of my biggest pet peeves is catching shit for doing what I thought the DM wanted us to do with the narrative they laid out. It's right up there with a "mastermind" villain who is obviously ass-pulling contingency plans when the players do shit the DM didn't account for. Protip to anyone reading: if your villain needs to have plot armor so the plot can continue with zero hitches, they're not a very good villain, and it's not a very good plot.