I was under the impression that a world item protects it's user from other world items. Since the Deep Darkness Dragon Lord has a world item, does that means Downfall of Castle and Country wouldn't work on it? Therefore, the only way for the Slane Theocracy could mind control the Dragon Lord would be to steal the World Class Item first, is that correct?
Yes, they'd need to steal it first. That said, unless the Deep Darkness Dragon Lord has inmunity against mind ailments, he could be targeted by regular mind control spells.
He's still one of the creatures of the highest levels in the New World, probably around level 100, so you'd need a really high level caster in order to pull a high-tier mind control spell able to affect him.